| 000 | 00941nam a2200217Ia 4500 | ||
|---|---|---|---|
| 001 | 38247 | ||
| 090 | _a38247 | ||
| 099 | _tARTI | ||
| 100 | _a20191201d1994 u||y0frey5050 ba | ||
| 101 |
_aeng _deng |
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| 200 |
_aAre standard deviations implied in currency option prices good predictors of future exchange rate volatility ? _bARTI _fMariusz TAMBORSKI _gITALIE. Europe university institute - EUI (Florence - Italie) _hfasc. 94 |
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| 210 |
_cEuropean University Institute _aFlorence - Italie _d1994 |
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| 215 | _a23 p. | ||
| 320 | _aBibliogr. 3 p. | ||
| 463 |
_tEUI WORKING PAPERS in economics _iAre standard deviations implied in currency option prices good predictors of future exchange rate volatility ? _v10 |
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| 610 | _aTHEORIE ECONOMIQUE | ||
| 610 | _aMARCHE DES CHANGES | ||
| 700 |
_aTAMBORSKI _bMariusz _920443 _4070 |
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| 712 |
_aITALIE. Europe university institute - EUI (Florence - Italie) _920336 |
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| 801 |
_aTN _bIRMC _gUNIMARC |
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| 830 | _aBEN | ||