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The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

Xu, G and Taylor, S J (1994) The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. Review of Futures Markets, 13. pp. 355-380. ISSN 0898-011X

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Item Type: Article
Journal or Publication Title: Review of Futures Markets
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43626
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:02
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:50
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43626

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