Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Değerli, Ahmet & Fendoğlu, Salih, 2015.
"Reserve option mechanism as a stabilizing policy tool: Evidence from exchange rate expectations,"
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- Aron Gereben, 2002. "Extracting market expectations from option prices?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 65, March.
- Michelle Lewis, 2012. "Market Perceptions of Exchange Rate Risk," Reserve Bank of New Zealand Analytical Notes series AN2012/12, Reserve Bank of New Zealand.
More about this item
- 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-2002-06-13 (All new papers)
- NEP-FIN-2002-06-13 (Finance)
- NEP-FMK-2002-06-13 (Financial Markets)
- NEP-IFN-2002-06-13 (International Finance)
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