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Czech Koruna and Polish Zloty Currency Options

Czech Koruna and Polish Zloty Currency Options »

Source: Czech Koruna and Polish Zloty Currency Options : Information Contnent and Eu-Accession Implications

Volume/Issue: 2000/91

Series: IMF Working Papers

Author(s): Armando Méndez Morales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2000

ISBN: 9781451851502

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...

Czech Koruna and Polish Zloty Currency Options
			: Information Contnent and Eu-Accession Implications

Czech Koruna and Polish Zloty Currency Options : Information Contnent and Eu-Accession Implications »

Volume/Issue: 2000/91

Series: IMF Working Papers

Author(s): Armando Méndez Morales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2000

DOI: http://dx.doi.org/10.5089/9781451851502.001

ISBN: 9781451851502

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...