Option prices, exchange market intervention, and the higher moment expectations channel : a user's guide
Year of publication: |
2007
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Authors: | Galati, Gabriele ; Higgins, Patrick ; Humpage, Owen F. ; Melick, William Robert |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 12.2007, 2, p. 225-247
|
Subject: | Optionspreistheorie | Option pricing theory | Wechselkurspolitik | Exchange rate policy | Geldpolitik | Monetary policy | Statistische Verteilung | Statistical distribution | Japan | USA | United States | 1996-2004 |
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