Implied volatility linkages among major European currencies

Journal of International Financial Markets, Institutions and Money

Volumn 16, Issue 2, 2006, Pages 87-103

  Nikkinen, Jussi ^a   Sahlström, Petri ^a   Vähämaa, Sami ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

Exchange rates; Implied volatility; Volatility linkages

Indexed keywords

EID: 33644810144     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2004.12.007     Document Type: Article

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