Are option-implied forecasts of exchange rate volatility excessively variable?
By: Shang-Jin Wei, Jeffrey A. Frankel.
Contributors: Frankel, Jeffrey A.; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3910; Working paper series (National Bureau of Economic Research) -- working paper no. 3910.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Foreign exchange rates.; Foreign exchange -- Forecasting.
Notes: "November 1991."

Includes bibliographical references (p. 29-32).

Binghamton University Libraries' copy bound with: Moderate inflation.