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...
| Κύριος συγγραφέας: | |
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| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2000.
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| Σειρά: | IMF Working Papers; Working Paper ;
No. 2000/091 |
| Διαθέσιμο Online: | Full text available on IMF |