Using option prices to estimate realignment probabilities in the European Monetary System: The case of sterling-mark

Journal of International Money and Finance

Volumn 15, Issue 5, 1996, Pages 717-748

  Malz, Allan M ^a  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030268650     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/0261-5606(96)00032-0     Document Type: Article

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