Speculative opportunities for currency exchange under soft peg
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/17446540600706809
Reference7 articles.
1. Universal Portfolios
2. Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information
3. Dokuchaev, N. 2005. Mean-reverting market model: speculative opportunities and non-arbitrage. 2005. working paper, http://ssrn.com/abstract=695242
4. A bounded risk strategy for a market with non-observable parameters
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1. CONSTRUCTION OF MODELS FOR BOUNDED PRICE PROCESSES: THE CASE OF THE HKD EXCHANGE RATE;Annals of Financial Economics;2015-12
2. ON THE IMPACT OF THE BOUNDARY ON DYNAMICS: ANTI-PERSISTENCE IN THE CASE OF THE HKD EXCHANGE RATE CORRIDOR;Annals of Financial Economics;2015-06
3. On the Impact of the Boundary on Dynamics: Anti-Persistence in the Case of the HKD Exchange Rate Corridor;SSRN Electronic Journal;2014
4. On the Dynamics of the HKD Exchange Rate Under Convertibility Undertakings;SSRN Electronic Journal;2013
5. Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage;Applied Mathematical Finance;2007-09
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