Using option prices to estimate realignment probabilities in the European monetary system
By: Allan M. Malz.
Contributors: Federal Reserve Bank of New York.
Series: Staff reports -- no. 5; Staff reports (Federal Reserve Bank of New York) -- no. 5.
Publisher: Federal Reserve Bank of New York
Published: 1995
Place of publication: New York, NY
Language: eng
Number of pages: 47
Subjects: Foreign exchange -- Effect of monetary policy on.; Monetary policy.; Options (Finance)
Notes: "September 1995."

Includes bibliographical references (p. 33-38).