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Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate · Study

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PreprintHeterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate

Bronka Rzepkowski2001

OA

Preprintgreen2001

Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate

Bronka Rzepkowski

22 citations·0/0 files stored·RePEc: Research Papers in Economics

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Stochastic processes and financial applications

Abstract

exchange rate;Models;Key currencies;contagion;Dollar;Portfolio;BEHAVIOUR OF ECONOMIC AGENTS;Euro

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References

1973The Pricing of Options and Corporate Liabilities 1990Noise Trader Risk in Financial Markets 1983Foreign currency option values 1995Herd Behaviour, Bubbles and Crashes 1993Ants, Rationality, and Recruitment 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 1990Bulls, bears and market sheep 1990Market Liquidity, Hedging, and Crashes

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Details

Year2001

Typepreprint

Published2001-03-01

VenueRePEc: Research Papers in Economics

Languageen

Citations22

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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openalex_workW1567289384

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