Market Expectation of Appreciation of the Renminbi
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References listed on IDEAS
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More about this item
Keywordsrenminbi exchange rate; first-passage-time distributions; currency options;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-31 (All new papers)
- NEP-CBA-2008-05-31 (Central Banking)
- NEP-CNA-2008-05-31 (China)
- NEP-MST-2008-05-31 (Market Microstructure)
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