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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 :
- FOREIGN exchange rates
MONETARY policy
Subjects
Details
- Language :
- English
- ISSN :
- 19320426
- Volume :
- 1
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Economic Policy Review (19320426)
- Publication Type :
- Academic Journal
- Accession number :
- 9512051857