Exchange rate intervention with options
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References listed on IDEAS
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- Peter Breuer, 1999. "Central Bank Participation in Currency Options Markets," IMF Working Papers 99/140, International Monetary Fund.
- Orlin Grabbe, J., 1983. "The pricing of call and put options on foreign exchange," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 239-253, December.
- Allan M. Malz, 1995. "Currency option markets and exchange rates: a case study of the U.S. dollar in March 1995," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 1(Jul).
- Peter M. Garber & Michael G. Spencer, 1994. "Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime," IMF Working Papers 94/151, International Monetary Fund.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Jonathan Eaton & Stephen J. Turnovsky, 1983.
"The Forward Exchange Market, Speculation, and Exchange Market Intervention,"
NBER Working Papers
1138, National Bureau of Economic Research, Inc.
- Jonathan Eaton & Stephen J. Turnovsky, 1984. "The Forward Exchange Market, Speculation, and Exchange Market Intervention," The Quarterly Journal of Economics, Oxford University Press, vol. 99(1), pages 45-69.
- Orlin J. Grabbe, . "The Pricing of Call and Put Options on Foreign Exchange," Rodney L. White Center for Financial Research Working Papers 6-83, Wharton School Rodney L. White Center for Financial Research.
- Evan C Tanner, 1998. "Deviations From Uncovered Interest Parity; A Global Guide to Where the Action Is," IMF Working Papers 98/117, International Monetary Fund.
- Garman, Mark B. & Kohlhagen, Steven W., 1983. "Foreign currency option values," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 231-237, December.
- Orlin J. Grabbe, . "The Pricing of Call and Put Options on Foreign Exchange," Rodney L. White Center for Financial Research Working Papers 06-83, Wharton School Rodney L. White Center for Financial Research.
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