Order Flows, Delta Hedging and Exchange Rate Dynamics
| Year of publication: |
2003-12
|
|---|---|
| Authors: | Rzepkowski, Bronka |
| Institutions: | Centre d'études prospectives et d'informations internationales (CEPII) |
| Subject: | Models | Exchange rate | Financial markets | Econometric methods | Derivatives markets |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | F31 - Foreign Exchange ; D40 - Market Structure and Pricing. General ; D82 - Asymmetric and Private Information ; D84 - Expectations; Speculations ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005062843