Implied exchange rate distributions: Evidence from OTC option markets

Journal of International Money and Finance

Volumn 17, Issue 1, 1998, Pages 117-160

  Campa, José M ^a   Chang, P H Kevin ^b   Reider, Robert L ^c  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c JP Morgan Chase & Co   (United States)

Author keywords

F31; G12

Indexed keywords

EID: 0032545899     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(97)00054-5     Document Type: Article

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