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. Chang, P. H. Kevin's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 815 Total Citations 110 Papers (10) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Head and Shoulders: Not Just a Flaky Pattern | Show Abstract Hide Abstract | Download | FRB of New York Staff Report No. 4 Working Paper Series Osler, Carol L. Brandeis University - International Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 22 Jun 07 657 (17,518) 17 technical analysis, rational expectations, exchange rates 2.   An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997 | View 2 Versions | Show Abstracts | Hide Abstracts| NYU Working Paper No. EC-99-08 NBER Working Paper No. w6929 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997 | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Refalo, James F. California State University, Los Angeles Posted: 25 Feb 99 Last Revised: 22 Nov 08 44 (211,400) 11 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997 | Show Abstract Hide Abstract | Download | NYU Working Paper No. EC-99-08 Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Refalo, James F. California State University, Los Angeles Posted: 03 Nov 08 23 11   An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997 | Show Abstract Hide Abstract | Download | NBER Working Paper No. w6929 Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Refalo, James F. California State University, Los Angeles Posted: 25 Feb 99 21 11   3.   Implied Exchange Rate Distributions: Evidence from Otc Option Markets | Show Abstract Hide Abstract | Download | NBER Working Paper No. w6179 Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Reider, Robert L. J.P. Morgan Chase & Co. Posted: 25 May 06 40 (219,485) 60 4.   ERM Bandwidths for EMU and After: Evidence from Foreign Exchange Options | Show Abstract Hide Abstract | Download | Economic Policy, Vol. 12, pp. 53-89, April 1997 Accepted Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Reider, Robert L. J.P. Morgan Chase & Co. Posted: 31 Mar 04 39 (221,542) 9 5.   The Forecasting Ability of Correlations Implied In Foreign Exchange Options | View 2 Versions | Show Abstracts | Hide Abstracts| NBER Working Paper No. w5974 Working Paper The Forecasting Ability of Correlations Implied In Foreign Exchange Options | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 24 Aug 98 Last Revised: 03 Apr 08 35 (230,461) 13 The Forecasting Ability of Correlations Implied in Foreign Exchange Options | Show Abstract Hide Abstract | Download | NBER Working Paper No. w5974 Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 21 Jun 00 35 13   The Forecasting Ability of Correlations Implied In Foreign Exchange Options | Show Abstract Hide Abstract | Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 24 Aug 98 0     6.   An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999 | Show Abstract Hide Abstract | CEMFI Working Paper No. 0006 Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Refalo, James F. California State University, Los Angeles Posted: 19 May 00   7.   Assessing Realignment Risk in the Exchange Rate Mechanism Through Pound-Mark Cross-Rate Options | Show Abstract Hide Abstract | Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 24 Aug 98   8.   Arbitrage-Based Tests of Target Zone Credibility: Evidence From ERM Cross-Rate Options | Show Abstract Hide Abstract | Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 23 Aug 98   9.   Technical Analysis as a Source of Exchange-Rate Forecast Irrationality: The Head-and-Shoulders Pattern | Show Abstract Hide Abstract | Working Paper Series Osler, Carol L. Brandeis University - International Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 07 Jan 98   10.   Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options | View 2 Versions | Show Abstracts | Hide Abstracts| JOURNAL OF FINANCE, Vol 50 No 2, June 1995 Working Paper Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 10 Oct 94 Last Revised: 11 Feb 98   Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options | Show Abstract Hide Abstract | JOURNAL OF FINANCE, Vol 50 No 2, June 1995 Accepted Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 17 Apr 95 0     Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options | Show Abstract Hide Abstract | Working Paper Series Campa, José Manuel University of Navarra - Madrid Campus - IESE Business School Chang, P. H. Kevin Credit Suisse Group - London Headquarters Posted: 10 Oct 94 0     Records 1 - 10 of 10 matches [ 1 ]

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