Testing the Hypothesis on the Term Structure of Implied Volatilities in Foreign Exchange Options /by José Manuel Campa and P.H. Kevin Chang
Implied Exchange Rate Distributions
An Options-based Analysis of Emerging Market Exchange Rate Expectations
The Forecasting Ability of Correlations Implied in Foreign Exchange Options
Head and Shoulders
Export Diversification and International Debt Under Terms-of-trade Uncertainty
Testing the Expectations Hypothesis on the Term Structure of Implied Volatilities in Foreign Exchange Options
Arbitrage-based Tests of Target Zone Credibility
Pricing Inefficiencies in Japanese Equity Warrant Markets
Debt Restructuring and Investment Incentive in LDC's
An Options-based Analysis of Emerging Market Exchange Rate Expectations
Evaluating Chart-based Technical Analysis
The Role of Developing Country Debt and Currency Devaluation in the Current Commodity Slump
Realignment Risk in the Exchange Rate Mechanism
AN OPTIONS-BASED ANALYSIS OF EMERGING MARKET EXCHANGE RATE EXPECTATION: BRAZIL'S REAL PLAN, 1944-9
Evaluating Chart-based Technical Analysis: the Head-and-shoulder Pattern in Foreign Exchange Markets
Implied exchange rate distribution
Testing the Expectation Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options
The Forecasting Ability of Correlations Implied in Foreign Exchange Options
The Geometry of Implementation