Currency Options and Exchange Rate Economics

ISBN-13: 9789810226190 / Angielski / Twarda / 1998 / 220 str.

Chen, Zhaohui

Opis

This book is intended to be, first of all, a complete collection of empirical studies on currency options and their implications on issues of exchange rate economics, such as exchange rate risk premiums, volatility, market expectations and credibility of exchange rate regimes. It contains presentations of both original classical works in this field and most recent research work. The subjects are presented in a coherent user-friendly book format.