P. H. Kevin Chang

Credit Suisse AG - London Headquarters

One Cabot Square

London E14 4QJ

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 36,282

in Total Papers Downloads

1,594

SSRN CITATIONS
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SSRN RANKINGS

Top 16,110

in Total Papers Citations

6

CROSSREF CITATIONS

63

Scholarly Papers (9)

1.

Head and Shoulders: Not Just a Flaky Pattern

FRB of New York Staff Report No. 4
Number of pages: 67 Posted: 22 Jun 2007
Carol L. Osler and P. H. Kevin Chang
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,412 (16,418)
Citation 38

Abstract:

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technical analysis, rational expectations, exchange rates

2.

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.
Downloads 69 (398,303)

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An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil&Apos;S Real Plan, 1994-1997

NBER Working Paper No. w6929
Number of pages: 44 Posted: 25 Feb 1999 Last Revised: 09 Jun 2021
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles
Downloads 31 (567,565)

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An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997

NYU Working Paper No. EC-99-08
Number of pages: 45 Posted: 03 Nov 2008
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles
Downloads 29 (579,937)

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The Forecasting Ability of Correlations Implied in Foreign Exchange Options

NBER Working Paper No. w5974
Number of pages: 34 Posted: 21 Jun 2000 Last Revised: 30 Apr 2021
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters
Downloads 53 (460,744)

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The Forecasting Ability of Correlations Implied in Foreign Exchange Options

Posted: 24 Aug 1998
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

Abstract:

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5.

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999

CEMFI Working Paper No. 0006
Posted: 19 May 2000
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles

Abstract:

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6.

Assessing Realignment Risk in the Exchange Rate Mechanism Through Pound-Mark Cross-Rate Options

Posted: 24 Aug 1998
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

Abstract:

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7.

Arbitrage-Based Tests of Target Zone Credibility: Evidence from Erm Cross-Rate Options

Posted: 23 Aug 1998
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

Abstract:

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8.

Technical Analysis as a Source of Exchange-Rate Forecast Irrationality: The Head-and-Shoulders Pattern

Posted: 07 Jan 1998
Carol L. Osler and P. H. Kevin Chang
Brandeis University - International Business School and Credit Suisse AG - London Headquarters

Abstract:

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Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Posted: 17 Apr 1995
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

Posted: 10 Oct 1994
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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