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...
| Հիմնական հեղինակ: | |
|---|---|
| Ձևաչափ: | Ամսագիր |
| Լեզու: | English |
| Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2000.
|
| Շարք: | IMF Working Papers; Working Paper ;
No. 2000/091 |
| Առցանց հասանելիություն: | Full text available on IMF |