Search Results for implied volatility

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The provision of foreign exchange liquidity by emerging market central banks during the global...

This paper analyzes the degree to which volatility in interbank interest rates leads to...

Option prices provide valuable information on market expectations. This paper attempts to extract...

We build a small open economy, real business cycle model with labor market frictions to evaluate...

Standard models—based exclusively on macro-financial variables—have made little progressin...

This paper discusses selected issues related to the economy of Thailand. The economy of Thailand...