The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
by Christian Pierdzioch
| Year of publication: |
2000
|
|---|---|
| Authors: | Pierdzioch, Christian |
| Publisher: |
Kiel : Inst. of World Economics |
| Subject: | Wechselkurspolitik | Exchange rate policy | Wirkungsanalyse | Impact assessment | Wechselkurs | Exchange rate | Volatilität | Volatility | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | USA | United States | Probit-Modell | Probit model | Deutsche Bundesbank | 1987-1990 |
| Description of contents: | Table of Contents [gbv.de] |
freely available
| Extent: | 58 S graph. Darst., Tab |
|---|---|
| Series: | Kieler Arbeitspapiere. - Kiel : Inst. für Weltwirtschaft, ISSN 0342-0787, ZDB-ID 187236-9. - Vol. 971 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 54 - 58 Internetausg.: http://www.uni-kiel.de/IfW/pub/kap/2000/kap971.pdf |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; F31 - Foreign Exchange ; Geld, Inflation, Kapitalmarkt ; Währung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001465153