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

 
Author/Editor: Méndez Morales, Armando
 
Publication Date: August 01, 2001
 
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate
Series: Working Paper No. 01/120
Subject(s): Currencies | Czech Koruna | Polish Zloty | Exchange rate instability

Author's Keyword(s): exchange rates | volatility | eastern Europe | options
 
English
Publication Date: August 01, 2001
ISBN/ISSN: 1934-7073 Format: Paper
Stock No: WPIEA1202001 Pages: 32
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