Option prices, exchange market intervention, and the higher moment expectations channel : a user's guide
Year of publication: |
Dec. 2006
|
---|---|
Authors: | Galati, Gabriele ; Higgins, Patrick ; Humpage, Owen F. ; Melick, William Robert |
Publisher: |
Cleveland, Ohio : Federal Reserve Bank of Cleveland |
Subject: | Optionspreistheorie | Option pricing theory | Wechselkurspolitik | Exchange rate policy | Geldpolitik | Monetary policy | Statistische Verteilung | Statistical distribution | Japan | USA | United States | 1996-2004 |
-
Galati, Gabriele, (2007)
-
Galati, Gabriele, (2011)
-
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian, (2001)
- More ...
-
Galati, Gabriele, (2007)
-
Galati, Gabriele, (2011)
-
Galati, Gabriele, (2006)
- More ...