Realignment risk and currency option pricing in target zones
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Author
Contributions
- Jennergren, L. Peter 1944- - Contributor
- Näslund, Bertil, 1933- - Contributor
- National Bureau of Economic Research. - Contributor
Publication
1993 - National Bureau of Economic Research, Cambridge, Mass, Massachusetts
Language
English
Word Count
10,500 words, Guess
Page Count
42 pages
Identifiers
- OCLC Control Number29123917
- Open LibraryOL22436062M
Subjects
Topics
PricesEconometric modelsCurrency convertibilityForeign exchange marketForeign exchange futuresForeign exchange market -- Econometric modelsCurrency convertibility -- Econometric modelsForeign exchange futures -- Prices -- Econometric models
Series Statement
- NBER working paper series -- no. 4458
- Working paper series (National Bureau of Economic Research) -- working paper no.4458.
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