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Language: en
Pages: 41
Pages: 41
Type: BOOK - Published: 1999-10-01 - Publisher: International Monetary Fund
This paper analyzes whether and how central banks can use currency options to lower exchange rate volatility and maintain (implicit) target zones in foreign exc
Language: en
Pages: 18
Pages: 18
Type: BOOK - Published: 2003-06-01 - Publisher: International Monetary Fund
This paper aims to identify appropriate option contract specifications for effective central bank exchange market intervention. Option contract specifications d
Language: en
Pages: 232
Pages: 232
Noise Trading, Central Bank Interventions, and the Informational Content of Foreign Currency Options
Type: BOOK - Published: 2001-12-06 - Publisher: Springer Science & Business Media
A flexible instrument to insure against adverse exchange rate movements are options on foreign currency. Often a relatively simple foreign currency option valua
Language: en
Pages: 224
Pages: 224
Type: BOOK - Published: 1998 - Publisher: World Scientific
This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as
Language: en
Pages: 62
Pages: 62
Type: BOOK - Published: 1993 - Publisher:
