An options-based analysis of emerging market exchange rate expectations Brazil's real plan, 1994-1997

An options-based analysis of emerging market exchange rate expectations Brazil's real plan, 1994-1997

Détails bibliographiques
Auteur principal: Campa, Jose M.
Autres auteurs: Chang, PH Kevin, Refalo, James F.
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 1999.
Collection:NBER working paper series no.6929
Sujets:
Foreign exchange options > Econometric models. > Brazil.
Foreign exchange rates > Forecasting > Econometric models. > Brazil.
Probability density functions.