Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate
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References listed on IDEAS
- Matthew Harris & Raymond E. Owens & Pierre-Daniel G. Sarte, 2004. "Using manufacturing surveys to assess economic conditions," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 65-92.
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KeywordsExchange rates; Econometric and statistical methods; Financial markets;
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
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