Central Bank Foreign Exchange Market Intervention and Option Contract Specification : The Case of Colombia /
This paper aims to identify appropriate option contract specifications for effective central bank exchange market intervention. Option contract specifications determine the impact of options on the underlying asset or currency, and hence their actual effect on asset price or currency volatility and...
| 第一著者: | |
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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2003.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2003/135 |
| オンライン･アクセス: | Full text available on IMF |