The Forecasting Ability of Correlations Implied in Foreign Exchange 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: 28 pages
Date: 1995
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Related works:
Journal Article: The forecasting ability of correlations implied in foreign exchange options (1998)
Working Paper: The Forecasting Ability of Correlations Implied in Foreign Exchange Options (1997)
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