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...
主要作者: | |
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格式: | 杂志 |
语言: | English |
出版: |
Washington, D.C. :
International Monetary Fund,
2001.
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丛编: | IMF Working Papers; Working Paper ;
No. 2001/120 |
在线阅读: | Full text available on IMF |