Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns /
Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility is observed for the koruna against the euro relative to the U.S. dollar, while the op...
| מחבר ראשי: | Mendez Morales, Armando |
|---|---|
| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| סדרה: | IMF Working Papers; Working Paper ;
No. 2001/120 |
| גישה מקוונת: | Full text available on IMF |
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