Implied exchange rate distributions
Subtitle: evidence from OTC option markets
By: José M. Campa, P.H. Kevin Chang, Robert L. Reider.
Contributors: Chang, P. H. Kevin.; Reider, Robert L.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6179; Working paper series (National Bureau of Economic Research) -- working paper no. 6179.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 51
Subjects: Foreign exchange options -- Econometric models.; Foreign exchange rates -- Econometric models.
Notes: "September 1997."

Includes bibliographical references (p. 24-26).

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