Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns

Spot and Currency Option Volatility Patterns

Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns
Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility is observed for the koruna against the euro relative to the U.S. dollar, while the opposite is true for the zloty, apparently... READ MORE...

Publication date: August 2001
ISBN 9781451854275
$15.00

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