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Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark

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  • Malz, Allan M.

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  • Malz, Allan M., 1996. "Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 717-748, October.
    • Handle: RePEc:eee:jimfin:v:15:y:1996:i:5:p:717-748
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