The forecasting ability of correlations implied in foreign exchange options
By: José M. Campa, P.H. Kevin Chang.
Contributors: Chang, P. H. Kevin.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5974; Working paper series (National Bureau of Economic Research) -- working paper no. 5974.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 30
Subjects: Foreign exchange rates -- Forecasting -- Econometric models.; Foreign exchange futures -- Econometric models.
Notes: "March 1997."

JEL no. F31, G13, G15.

Includes bibliographical references (p. 21-23).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.