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Realignment Bank and Currency Option Pricing in Target Zones

Author

Listed:
  • Dumas, B.
  • Jennergren, L.P.
  • Naslund, B.

Abstract

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Suggested Citation

  • Dumas, B. & Jennergren, L.P. & Naslund, B., 1993. "Realignment Bank and Currency Option Pricing in Target Zones," Weiss Center Working Papers 93-6, Wharton School - Weiss Center for International Financial Research.
    • Handle: RePEc:fth:pennif:93-6
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    Cited by:

    1. Neuhaus, Holger, 1995. "The information content of derivatives for monetary policy: Implied volatilities and probabilities," Discussion Paper Series 1: Economic Studies 1995,03e, Deutsche Bundesbank.
    2. Peter M. Garber & Michael G. Spencer, 1996. "Dynamic Hedging and the Interest Rate Defense," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 209-228, National Bureau of Economic Research, Inc.

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    Keywords

    exchange rate ; financial policy;

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