The forecasting ability of correlations implied in foreign exchange options

Journal of International Money and Finance

Volumn 17, Issue 6, 1998, Pages 855-880

  Campa, José Manuel ^a   Chang, P H Kevin ^b  

^a NEW YORK UNIVERSITY   (United States)

^b Credit Suisse USA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000948110     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(98)00031-X     Document Type: Article

References (44)

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