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dc.contributor.authorTAMBORSKI, Mariusz
dc.date.accessioned2003-07-01T08:42:26Z
dc.date.available2003-07-01T08:42:26Z
dc.date.issued1994
dc.identifier.urihttp://hdl.handle.net/1814/490
dc.descriptionDigitised version produced by the EUI Library and made available online in 2020.
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.publisherEuropean University Institute
dc.relation.ispartofseriesEUI ECO
dc.relation.ispartofseries1994/10
dc.rightsinfo:eu-repo/semantics/openAccess
dc.titleAre standard deviations implied in currency option prices good predictors of future exchange rate volatility?en
dc.typeWorking Paper
eui.subscribe.skiptrue


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