Pricing currency risk under currency boards

Journal of Development Economics

Volumn 69, Issue 2, 2002, Pages 367-391

  Schmukler, Sergio L ^a   Servén, Luis ^a  

^a WORLD BANK   (United States)

Author keywords

Covered interest parity; Currency board; Currency premium; Currency risk; Financial crises; Forward discount; Market segmentation; Term structure

Indexed keywords

CURRENCY MARKET; FINANCIAL CRISIS; PRICING POLICY; RISK FACTOR;

ARGENTINA; CHINA;

EID: 0036893069     PISSN: 03043878     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3878(02)00093-7     Document Type: Article

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