The Relationship between Reciprocal Currency Futures Prices

Consider a futures contract on Country 2's currency denominated in Country 1's currency, and its reciprocal, a futures contract on Country 1's currency denominated in Country 2's currency. Because both are marked to market in different currencies, the relationship between the associated futures prices is not simple. We investigate the functional relationship between these two futures prices

MoreLess

Year of publication:	2016
Authors:	Bick, Avi
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Währungsderivat \| Currency derivative
Description of contents:	Abstract [papers.ssrn.com]

Check Google Scholar |

More access options

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Finance Research Letters, Vol. 9, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2012 erstellt Volltext nicht verfügbar
Classification:	F31 - Foreign Exchange ; G13 - Contingent Pricing; Futures Pricing ; D53 - Financial Markets ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013000450