Report NEP-ETS-2002-11-04This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers, Federal Reserve Bank of St. Louis 2002-017, Federal Reserve Bank of St. Louis.