Robert L. Reider

J.P. Morgan Chase & Co.

522 Fifth Ave., 9th Floor

New York, NY 10036

United States

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Implied Exchange Rate Distributions: Evidence from OTC Option Markets

NBER Working Paper No. w6179
Number of pages: 54 Posted: 25 May 2006 Last Revised: 22 May 2021
José Manuel Campa, P. H. Kevin Chang and Robert L. Reider
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and J.P. Morgan Chase & Co.
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Abstract:

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