Intervention Exchange Rate Volatility And The Stable Paretian Distribution PDF Download
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Author | : Michael L. Bagshaw |
Publisher | : |
Total Pages | : 44 |
Release | : 1986 |
Genre | : Distribution (Probability theory) |
ISBN | : |
Download Intervention, Exchange-rate Volatility, and the Stable Paretian Distribution Book in PDF, ePub and Kindle
Author | : Tamim A. Bayoumi |
Publisher | : |
Total Pages | : 40 |
Release | : 1998 |
Genre | : Foreign exchange administration |
ISBN | : |
Download Exchange Rate Volatility and Intervention Book in PDF, ePub and Kindle
Author | : Yuk-chow So |
Publisher | : |
Total Pages | : |
Release | : 1986 |
Genre | : Foreign exchange |
ISBN | : |
Download The Stable Paretian Distribution of Foreign Exchange Rate Movement, Nonstationary and Martingale Book in PDF, ePub and Kindle
Author | : Yuk Chow So |
Publisher | : |
Total Pages | : 258 |
Release | : 1983 |
Genre | : Foreign exchange |
ISBN | : |
Download The stable paretian Distribution of foreign exchange rate movement, nonstationarity and martingale Book in PDF, ePub and Kindle
Author | : Christian Pierdzioch |
Publisher | : Springer Science & Business Media |
Total Pages | : 232 |
Release | : 2001-12-06 |
Genre | : Business & Economics |
ISBN | : 9783540427452 |
Download Noise Trading, Central Bank Interventions, and the Informational Content of Foreign Currency Options Book in PDF, ePub and Kindle
A flexible instrument to insure against adverse exchange rate movements are options on foreign currency. Often a relatively simple foreign currency option valuation model is used to address issues related to the pricing and hedging of such options. The results of many empirical studies document that real-world foreign currency option premia deviate from those predicted by the baseline model. In the first part of the book, it is shown that a noise trader model can help to explain the observed mispricing of the baseline foreign currency option pricing model. In the second part of the book, it is studied how policymakers can exploit the pricing errors of the baseline model. In particular, it is examined how option pricing theory can be applied to assess the effectiveness of central bank interventions in the foreign exchange market. To this end, a model is constructed to analyze the effectiveness of the interventions conducted by the Deutsche Bundesbank during the Louvre period.
Author | : |
Publisher | : |
Total Pages | : 252 |
Release | : 1985 |
Genre | : Business |
ISBN | : |
Download The Fed in Print Book in PDF, ePub and Kindle
Author | : Riccardo Cristadoro |
Publisher | : |
Total Pages | : 68 |
Release | : 2008 |
Genre | : Foreign exchange rates |
ISBN | : |
Download Real Exchange Rate Volatility and Disconnect Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 1042 |
Release | : 1991 |
Genre | : Canada |
ISBN | : |
Download Revue Canadienne D'économique Book in PDF, ePub and Kindle
Author | : Temple University,Philadelphia,Pennsylvania |
Publisher | : |
Total Pages | : |
Release | : 1992 |
Genre | : |
ISBN | : |
Download Journal of Economics and Business.Volume 44,Number 1,February.1992 Book in PDF, ePub and Kindle
Author | : R.W. Jones |
Publisher | : Elsevier |
Total Pages | : 640 |
Release | : 1988-05-01 |
Genre | : Business & Economics |
ISBN | : 0080550371 |
Download Handbook of International Economics Book in PDF, ePub and Kindle
This Handbook adopts a traditional definition of the subject, and focuses primarily on the explanation of international transactions in goods, services, and assets, and on the main domestic effects of those transactions. The first volume deals with the "real side" of international economics. It is concerned with the explanation of trade and factor flows, with their main effects on goods and factor prices, on the allocation of resources and income distribution and on economic welfare, and also with the effects on national policies designed explicitly to influence trade and factor flows. In other words, it deals chiefly with microeconomic issues and methods. The second volume deals with the "monetary side" of the subject. It is concerned with the balance of payments adjustment process under fixed exchange rates, with exchange rate determination under flexible exchange rates, and with the domestic ramifications of these phenomena. Accordingly, it deals mainly with economic issues, although microeconomic methods are frequently utilized, especially in work on expectations, asset markets, and exchange rate behavior. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes