Central Bank Participation in Currency Options Markets
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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 99/140.
Date of creation: 01 Oct 1999
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- Zapatero, Fernando & Reverter, Luis F., 2003. "Exchange rate intervention with options," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 289-306, April.
- Suh, Sangwon & Zapatero, Fernando, 2008. "A class of quadratic options for exchange rate stabilization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3478-3501, November.
- Felix Hammermann, 2003. "Comparing Monetary Policy Strategies: Towards a Generalized Reaction Function," Kiel Working Papers 1170, Kiel Institute for the World Economy.
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