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

Detalles Bibliográficos
Autor Principal: Campa, Jose M.
Outros autores: Chang, PH Kevin, Refalo, James F.
Formato: Libro
Idioma:English
Publicado: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.6929
Subjects:
Foreign exchange options > Econometric models. > Brazil.
Foreign exchange rates > Forecasting > Econometric models. > Brazil.
Probability density functions.