Deriving market expectations for the euro-dollar exchange rate from option prices

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050 4 ‡aHG3881.5.I58 ‡bW67 no.04/196
090 ‡aHG3810 ‡b.I44 v.2004, no.196
100 1 ‡aKrichene, Noureddine
245 1 0 ‡aDeriving market expectations for the euro-dollar exchange rate from option prices / ‡cprepared by Noureddine Krichene
260 ‡a[Washington D.C.] : ‡bInternational Monetary Fund, ‡cc2004
300 ‡a24 p. ; ‡c28 cm
490 0 ‡aIMF working paper ; ‡vWP/04/196
538 ‡aMode of access: Internet.
650 0 ‡aEconomic forecasting
650 0 ‡aAssets ‡xPrices ‡vEconometric models
650 0 ‡aForeign exchange rates
650 0 ‡aDollar, American
650 0 ‡aEuro
650 0 ‡aStock options ‡xPrices
650 0 ‡aForeign exchange rates ‡zEuropean Union countries
710 2 ‡aInternational Monetary Fund. ‡bAfrican Dept
793 0 ‡aOpen access resource; selected by the UCSD Libraries. ‡pWorking papers (International Monetary Fund)
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DAT 2 ‡a2023-09-19T17:30:02Z
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