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Staff reports.

Source :
Economic Policy Review (19320426); Oct95, Vol. 1 Issue 3, p42, 1/3p
Publication Year :
1995

Abstract

Presents an abstract of the research `Using Option Prices to Estimate Probabilities in the European Monetary System,' by Allan M. Malz. Use of jump-diffusion model of exchange rate behavior in estimating the realignment probabilities of future exchange rates.

Subjects

Subjects :
FOREIGN exchange rates
MONETARY policy

Details

Language :
English
ISSN :
19320426
Volume :
1
Issue :
3
Database :
Complementary Index
Journal :
Economic Policy Review (19320426)
Publication Type :
Academic Journal
Accession number :
9512051857

Tools

Authors Abstract Subjects Details