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...
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| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2003.
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| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2003/135 |
| Online Erişim: | Full text available on IMF |