Editorial
This working paper was previously presented at one of the regular joint research workshops of the Deutsche Bundesbank and the Oesterreichische Nationalbank. It is also available as Bundesbank Working Paper No. 07/02.
Working Papers
Working Paper 60
The Empirical Performance of Option Based Densities of Foreign Exchange
Ben R. Craig, Joachim G. Keller
February 25, 2002
The opinions are strictly those of the authors and in no way commit the OeNB.
Download
-
Working Paper 60 (456 KB)
The Empirical Performance of Option Based Densities of Foreign Exchange Ben R. Craig and Joachim G. Keller
Overview