Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns /

Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility is observed for the koruna against the euro relative to the U.S. dollar, while the op...

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书目详细资料
主要作者: Mendez Morales, Armando
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2001.
丛编:IMF Working Papers; Working Paper ; No. 2001/120
在线阅读:Full text available on IMF