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Medición del Riesgo (Neutral) Cambiario Chileno: Incorporación de la Información de Mercado de las Opciones

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  • Luis Gonzales C.
  • Daniel Oda Z.

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  • Luis Gonzales C. & Daniel Oda Z., 2015. "Medición del Riesgo (Neutral) Cambiario Chileno: Incorporación de la Información de Mercado de las Opciones," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(3), pages 90-103, December.
    • Handle: RePEc:chb:bcchni:v:18:y:2015:i:3:p:90-103.
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    References listed on IDEAS

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    1. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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