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Currency Options and Exchange Rate Economics

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Listed:
  • Zhaohui Chen
    (International Monetary Fund and Centre for Economic Policy Research)

Abstract

This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets.

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Suggested Citation

  • Zhaohui Chen (ed.), 1998. "Currency Options and Exchange Rate Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3061, December.
    • Handle: RePEc:wsi:wsbook:3061
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