The forecasting ability of correlations implied in foreign exchange options

Jose Campa and P. H. Kevin Chang

Journal of International Money and Finance, 1998, vol. 17, issue 6, 855-880

Date: 1998
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Related works:
Working Paper: The Forecasting Ability of Correlations Implied in Foreign Exchange Options (1997)
Working Paper: The Forecasting Ability of Correlations Implied in Foreign Exchange Options (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:17:y:1998:i:6:p:855-880

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