| dc.contributor.author | TAMBORSKI, Mariusz | |
| dc.date.accessioned | 2003-07-01T08:42:26Z | |
| dc.date.available | 2003-07-01T08:42:26Z | |
| dc.date.issued | 1994 | |
| dc.identifier.uri | https://hdl.handle.net/1814/490 | |
| dc.description | Digitised version produced by the EUI Library and made available online in 2020. | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | |
| dc.publisher | European University Institute | |
| dc.relation.ispartofseries | EUI ECO | en |
| dc.relation.ispartofseries | 1994/10 | en |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.title | Are standard deviations implied in currency option prices good predictors of future exchange rate volatility? | en |
| dc.type | Working Paper | |
| eui.subscribe.skip | true | |
