Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options

Jose Campa and P.H.K. Chang

Working Papers from Columbia - Graduate School of Business

Keywords: EXCHANGE RATE; FORECASTS; ECONOMETRICS; CURRENCIES; INTERNATIONAL FINANCE (search for similar items in EconPapers)
JEL-codes: F30 F31 F39 (search for similar items in EconPapers)
Pages: 37 pages
Date: 1995
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Citations: View citations in EconPapers (16)

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Journal Article: Arbitrage-Based Tests of Target-Zone Credibility: Evidence from ERM Cross-Rate Options (1996)
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