Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets
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Keywordsrisk-neutral densities; options; exchange rate; oil price;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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