Strategic Rules on Speculation in the Foreign Exchange Market

The paper specifies the conditions for profitable speculation in the foreign exchange market with spot and forward contracts. It derives the unique strategic rules from the initial two-choice situations in a given environment. Finally, in a more complex structure involving covered arbitrage, speculative profits are computed with iterative plays

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Year of publication:	[2009]
Authors:	Ghosh, Dilip K.
Other Persons:	Prakash, Arun J. (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: The Journal of Financial Research Volltext nicht verfügbar
Classification:	F31 - Foreign Exchange ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012767962