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...
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Aikakauslehti |
| Kieli: | English |
| Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| Sarja: | IMF Working Papers; Working Paper ;
No. 2001/120 |
| Linkit: | Full text available on IMF |