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Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options

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  • Bates, David S.

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  • Bates, David S., 1996. "Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 65-93, February.
    • Handle: RePEc:eee:jimfin:v:15:y:1996:i:1:p:65-93
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    24. Akgiray, Vedat & Booth, G Geoffrey, 1988. "Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements," The Review of Economics and Statistics, MIT Press, vol. 70(4), pages 631-637, November.
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