ERM bandwidths for EMU and after: evidence from foreign exchange options
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Cited by:
- Steven A. Weinberg, 2001. "Interpreting the volatility smile: an examination of the information content of option prices," International Finance Discussion Papers 706, Board of Governors of the Federal Reserve System (U.S.).
- José Manuel Campa & P.H. Kevin Chang & James F. Refalo, 1999.
"An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997,"
Working Papers
99-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Chang, Kevin & Campa, José Manuel & Refalo, James F, 2000. "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil?s Real Plan, 1994-1999," CEPR Discussion Papers 2611, C.E.P.R. Discussion Papers.
- Jose M. Campa & P.H. Kevin Chang & James F. Refalo, 1999. "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997," NBER Working Papers 6929, National Bureau of Economic Research, Inc.
- David S. Bates, 1999. "Financial Markets' Assessment of EMU," NBER Working Papers 6874, National Bureau of Economic Research, Inc.
- Bernardino Adão & Jorge Barros Luís & Nuno Cassola, 1998. "Information on expectations about the escudo convergence from the volatility implied in currency options," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Bernardino Adão & Jorge Barros Luís & Nuno Cassola, 1997. "Extracting information from options premia: the case of the return of the Italian lira to the ERM of the EMS," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Jose M. Campa & P.H. Kevin Chang & Robert L. Reider, 1997. "Implied Exchange Rate Distributions: Evidence from OTC Option Markets," NBER Working Papers 6179, National Bureau of Economic Research, Inc.
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