Czech Koruna and Polish Zloty Currency Options : Information Contnent and Eu-Accession Implications »
Series: IMF Working Papers
Author(s): Armando Méndez Morales
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 June 2000
Keywords: Exchange rate, volatility, Eastern Europe, options, integration, exchange rate volatility, foreign exchange, equation, foreign exchange market, Polish Zloty,
Currency option implied volatility predicts more efficiently exchange rate volatility for the Polish zloty relative to the Czech koruna, reflecting differences in the frequency of central bank intervention in the f...