Confidence Building on Euro Conversion: Theory and Evidence from Currency Options
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Cited by:
- Perotti, Enrico & Soons, Oscar, 2019.
"The Political Economy of a Diverse Monetary Union,"
CEPR Discussion Papers
13987, C.E.P.R. Discussion Papers.
- Enrico Perotti & Oscar Soons, 2020. "The Political Economy of a Diverse Monetary Union," Tinbergen Institute Discussion Papers 20-045/IV, Tinbergen Institute, revised 08 Sep 2020.
- Enrico Perotti & Oscar Soons, 2020. "The Political Economy of a Diverse Monetary Union," ECONtribute Discussion Papers Series 010, University of Bonn and University of Cologne, Germany.
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More about this item
Keywords
Convergence risk; Confidence building; Currency options; Regime-switching models;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2004-02-29 (Corporate Finance)
- NEP-RMG-2004-02-29 (Risk Management)
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