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Implied volatility linkages among major European currencies

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  • Nikkinen, Jussi
  • Sahlstrom, Petri
  • Vahamaa, Sami

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  • Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami, 2006. "Implied volatility linkages among major European currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 87-103, April.
    • Handle: RePEc:eee:intfin:v:16:y:2006:i:2:p:87-103
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