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

Full text not available from this repository.
Item Type: Journal Article
Journal or Publication Title: Review of Futures Markets
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43626
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:02
Refereed?: Yes
Published?: Published
Last Modified: 11 Sep 2019 01:19
URI: https://eprints.lancs.ac.uk/id/eprint/43626

Actions (login required)

View Item View Item