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Campa, José Manuel Dalvi, Manoj Chang, P. H. Kevin Chang, P. H. Kevin Nath, Golak C. Li, He Maisondieu Laforge, Olivier J. P. Li, Scott Liu, Qianqiu Fang, Hsing Yi, Jong Nath, Golaka C. Li, Guangzhong Wu, Lifan All co-authors exchange market rate based data options real analysis target expectations emerging causality paper settlement regimes zone option brazil plan bond using pdf credibility brasilien wechselkurs kaufkraftparität erwartungsbildung wechselkurspolitik glaubwürdigkeit devisenoption national cost efficiency evidence markets expected model tests standard impact stock variance government uses currency investigate brazilian dollar october derive implied probability
Composed terms emerging market target zone options based based analysis analysis emerging market exchange exchange rate rate expectations expectations brazil brazil real real plan currency option options data purchasing power parity expectation formation exchange rate policy market efficiency settlement regimes national stock stock exchange causality variance government bond bond markets paper uses uses currency option data investigate market market expectations expectations brazilian brazilian real real dollar dollar exchange rate october derive implied implied probability probability density density functions expected future future exchange exchange rates rates measures measures credibility regimes governing governing exchange zone credibility credibility poor poor prior prior february february improved rolling settlement libel law causality mean european government plan options data bmf bmf commodities commodities futures futures exchange exchange sao sao paulo paulo brazil brazil investigate using options data derive functions pdf pdf expected rate impose impose exchange rate model model analysis analysis based based risk risk neutral neutral pdf
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
James F. Refalo Alternative spellings: James Refalo Biblio: Tätig an der California State Univ., Los Angeles, CA, USA ; Tätig an der Long Island University - Department of Finance
Profession Economist
Publishing years Series NBER Working Paper (1) NYU Working Paper (1) Documento de trabajo / Centro de Estudios Monetarios y Financieros (1) Working paper / National Bureau of Economic Research, Inc. (1)