Browsing by Subject "Volatility smile"
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Item Open AccessEstimating the COP exchange rate volatility smile and the market effect of central bank interventions: a CHARN approach(Banco de la República, 2005-08-20) Julio-Román, Juan Manuel; Rodríguez-Niño, Norberto; Zárate-Solano, Héctor ManuelDocumentos de Trabajo. 2005-08-20Borradores de Economía; No. 347