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150128 ||| eng |
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|a 9781451854275
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| 100 |
1 |
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|a Méndez Morales, Armando
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| 245 |
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|a Czech Koruna and Polish Zloty
|b Spot and Currency Option Volatility Patterns
|c Armando Méndez Morales
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2001
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| 300 |
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|a 30 pages
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| 651 |
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4 |
|a Poland, Republic of
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| 653 |
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|a Payment Systems
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| 653 |
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|a Finance
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| 653 |
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|a Option pricing
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| 653 |
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|a Regimes
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| 653 |
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|a Money
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| 653 |
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|a International Financial Markets
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| 653 |
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|a Futures Pricing
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| 653 |
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|a Foreign Exchange
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| 653 |
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|a Standards
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| 653 |
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|a Financial markets
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| 653 |
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|a Currencies
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| 653 |
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|a Exchange rate policy
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| 653 |
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|a Development Planning and Policy: Trade Policy
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| 653 |
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|a Foreign exchange
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| 653 |
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|a Single Equation Models
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| 653 |
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|a Government and the Monetary System
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| 653 |
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|a Institutional Investors
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| 653 |
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|a Pension Funds
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| 653 |
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|a Single Variables: General
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| 653 |
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|a Monetary economics
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| 653 |
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|a Financial institutions
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| 653 |
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|a Contingent Pricing
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| 653 |
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|a Financial Instruments
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| 653 |
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|a Financial Aspects of Economic Integration
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| 653 |
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|a Options
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| 653 |
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|a Currency
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| 653 |
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|a Factor Movement
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| 653 |
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|a Investments: Options
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| 653 |
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|a Derivative securities
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| 653 |
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|a Currency markets
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| 653 |
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|a Non-bank Financial Institutions
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| 653 |
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|a Foreign Exchange Policy
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| 653 |
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|a Monetary Systems
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| 653 |
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|a Foreign exchange market
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| 653 |
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|a Exchange rates
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| 653 |
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|a Money and Monetary Policy
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| 653 |
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|a Finance: General
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
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|a IMF Working Papers
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| 028 |
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|a 10.5089/9781451854275.001
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| 856 |
4 |
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|u https://elibrary.imf.org/view/journals/001/2001/120/001.2001.issue-120-en.xml?cid=15285-com-dsp-marc
|x Verlag
|3 Volltext
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|a 330
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| 520 |
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|a 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 opposite is true for the zloty, apparently related to earlier financial integration of the Czech Republic with Europe and early dollarization in Poland as a result of initial higher inflation rates. By contrast, the currency options market shows enhanced information content of both currencies against the euro reflected in the behavior of their implied volatility
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