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Foreign exchange options

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  • Ian H. Giddy

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  • Ian H. Giddy, 1983. "Foreign exchange options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(2), pages 143-166, June.
    • Handle: RePEc:wly:jfutmk:v:3:y:1983:i:2:p:143-166
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    Cited by:

    1. Pierdzioch, Christian, 2000. "Noise Traders? Trigger Rates, FX Options, and Smiles," Kiel Working Papers 970, Kiel Institute for the World Economy (IfW Kiel).
    2. Hinz, Holger, 1990. "Some advances in supporting international financial management decisions," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 248, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    3. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    4. Christian Dunis & Andre Keller, 1995. "Efficiency tests with overlapping data: an application to the currency options market," The European Journal of Finance, Taylor & Francis Journals, vol. 1(4), pages 345-366.
    5. Ariful Hoque, 2011. "Transaction Cost Discovery By Decomposition Of The Error Term: A Bootstrapping Approach," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 113-121.
    6. Alan L. Tucker, 1985. "Empirical Tests Of The Efficiency Of The Currency Option Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(4), pages 275-285, December.
    7. Pierdzioch, Christian, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy (IfW Kiel).

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