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Strategic Rules On Speculation In The Foreign Exchange Market

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  • Dilip K. Ghosh
  • Arun J. Prakash

Abstract

In this article we specify the conditions for profitable speculaion in the foreign exchange market with spot and forward contracts. We derive 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. JEL classification: F310

Suggested Citation

  • Dilip K. Ghosh & Arun J. Prakash, 2001. "Strategic Rules On Speculation In The Foreign Exchange Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(1), pages 15-26, March.
    • Handle: RePEc:bla:jfnres:v:24:y:2001:i:1:p:15-26
    DOI: 10.1111/j.1475-6803.2001.tb00815.x
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    Cited by:

    1. Dilip K. Ghosh & Augustine C. Arize, 2003. "Profit Possibilities in Currency Markets: Arbitrage, Hedging, and Speculation," The Financial Review, Eastern Finance Association, vol. 38(3), pages 473-496, August.
    2. Ghosh, Dilip K. & Arize, Augustine & Ghosh, Dipasri, 2015. "Trades in commodities, financial assets, and currencies: A triangle of arbitrage, hedging and speculative designs," Global Finance Journal, Elsevier, vol. 28(C), pages 1-9.

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