Czech Koruna and Polish Zloty Currency Options : Information Contnent and Eu-Accession Implications /
Currency option implied volatility predicts more efficiently exchange rate volatility for the Polish zloty relative to the Czech koruna, reflecting differences in the frequency of central bank intervention in the foreign exchange market. A GARCH model shows a positive impact of the introduction of t...
| Yazar: | |
|---|---|
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2000.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2000/091 |
| Online Erişim: | Full text available on IMF |