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 op...
| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2001
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| Series: | IMF Working Papers ;
Working Paper No. 01/120 IMF Working Papers; Working Paper ; No. 2001/120 IMF eLibrary |
| Subjects: |