Option prices, exchange market intervention, and the higher moment expectations channel: a user's guideFNR HREF="fn1"> FN ID="fn1">The views stated herein are those of the authors and are not necessarily those of the Federal Reserve Bank of Cleveland, the Board of Governors of the Federal Reserve System, or the Bank for International Settlements. We would like to thank participants in the ...
| Year of publication: |
2007
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| Authors: | Galati, Gabriele ; Higgins, Patrick ; Humpage, Owen ; Melick, William |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 12.2007, 2, p. 225-248
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