Central bank interventions and implied exchange rate correlations

Journal of Empirical Finance

Volumn 16, Issue 5, 2009, Pages 862-873

  Nikkinen, Jussi ^a   Vähämaa, Sami ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

Currency options; Exchange rates; Implied correlation; Interventions

Indexed keywords

EID: 70349795993     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.05.002     Document Type: Article

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