Dynamic Interactions between Government Bonds and Exchange Rate Expectations in Currency Options
Year of publication: |
2016
|
---|---|
Authors: | Hui, Cho-Hoi |
Other Persons: | Tan, Edward (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Öffentliche Anleihe | Public bond | Erwartungsbildung | Expectation formation | Theorie | Theory | Devisenoption | Currency option |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Series: | HKIMR Working Paper ; No.18/2016 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 28, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2844663 [DOI] |
Classification: | F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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