Central Bank Participation in Currency Options Markets
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References listed on IDEAS
- Peter Stella, 1997. "Do Central Banks Need Capital?," IMF Working Papers 97/83, International Monetary Fund.
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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.
- repec:wly:jmoncb:v:49:y:2017:i:2-3:p:567-578 is not listed on IDEAS
- Keefe, Helena Glebocki & Rengifo, Erick W., 2015. "Options and central bank currency market intervention: The case of Colombia," Emerging Markets Review, Elsevier, vol. 23(C), pages 1-25.
- Markus Hertrich & Heinz Zimmermann, 2017.
"On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 49(2-3), pages 567-578, March.
- Markus Hertrich & Heinz Zimmermann, 2015. "On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective," Working papers 2015/09, Faculty of Business and Economics - University of Basel.
- 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.
- Helena Glebocki Keefe & Erick W. Rengifo, 2014. "Options and Central Banks Currency Market Intervention: The Case of Colombia," Fordham Economics Discussion Paper Series dp2014-06, Fordham University, Department of Economics.
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KeywordsCurrencies; Central banks; central bank intervention; currency options; dynamic hedging; central bank; hedging; spot market; domestic currency;
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