Arbitrage-Based Tests of Target-Zone Credibility: Evidence from ERM Cross-Rate Options

American Economic Review

Volumn 86, Issue 4, 1996, Pages 726-740

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

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ARBITRAGE BASED TEST; CROSS RATE OPTION; EXCHANGE RATE MECHANISM; TARGET ZONE CREDIBILITY;

EID: 0030319276     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (21)

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