Option prices, exchange market intervention, and the higher moment expectations channel: A user's guide

International Journal of Finance and Economics

Volumn 12, Issue 2, 2007, Pages 225-247

  Galati, Gabriele ^a   Higgins, Patrick ^b   Humpage, Owen ^b   Melick, William ^c  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

^b FEDERAL RESERVE BANK OF CLEVELAND   (United States)

^c KENYON COLLEGE   (United States)

Author keywords

Central bank intervention and reaction functions; Exchange rates; Option prices; Probability density functions

Indexed keywords

CENTRAL BANK; EXCHANGE RATE; FISCAL POLICY; MONETARY POLICY; PROBABILITY DENSITY FUNCTION;

EID: 34249020424     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.325     Document Type: Article

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