Are implied volatilities more informative? The Brazilian real exchange rate case

Applied Financial Economics

Volumn 17, Issue 7, 2007, Pages 569-576

  Chang, Eui Jung ^a   Tabak, Benjamin Miranda ^a  

^a BANCO CENTRAL DO BRASIL   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY; ECONOMETRICS; MODEL; REAL EXCHANGE RATE;

EID: 34247597314     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100600706758     Document Type: Article

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