Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options
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Other versions of this item:
- Campa, Jose Manuel & Chang, P H Kevin, 1996. "Arbitrage-Based Tests of Target-Zone Credibility: Evidence from ERM Cross-Rate Options," American Economic Review, American Economic Association, vol. 86(4), pages 726-740, September.
More about this item
KeywordsEXCHANGE RATE; FORECASTS; ECONOMETRICS; CURRENCIES; INTERNATIONAL FINANCE;
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F39 - International Economics - - International Finance - - - Other
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