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Conditional volatility and the informational efficiency of the PHLX currency options markets

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>1995
<mark>Journal</mark>Journal of Banking and Finance
Volume19
Number of pages19
Pages (from-to)803-821
Publication StatusPublished
<mark>Original language</mark>English