Noise trading, central bank interventions, and the informational content of foreign currency options
Christian Pierdzioch
| Year of publication: |
2001
|
|---|---|
| Authors: | Pierdzioch, Christian |
| Publisher: |
Berlin : Springer |
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Noise Trading | Noise trading | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | USA | United States | Japan | Großbritannien | United Kingdom | Kanada | Canada | Wechselkurspolitik | Exchange rate policy | Wirkungsanalyse | Impact assessment | Börseninformation | Geldpolitik | Notenbank | 1990-1997 | 1987-1990 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVII, 207 S. graph. Darst. |
|---|---|
| Series: | Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel. - Berlin : Springer, ISSN 0340-6989, ZDB-ID 530280-8. - Vol. 313 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Kiel, Univ., Diss., 2001 |
| Notes: | Literaturverz. S. [190] - 205 |
| ISBN: | 3-540-42745-7 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Währung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001626608