Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime-Reference-Cited by-同舟云学术

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Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime

Published:1994 Issue:151 Volume:94 Page:i
ISSN:1018-5941
Container-title:IMF Working Papers
language:en
Short-container-title:

Author:

Garber Peter M.,Spencer Michael G., ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference18 articles.

1. Portfolio Insurance: A Comparison of Alternative Strategies;Kat;The Journal of Financial Engineering

2. Pricing Foreign Currency Options with Stochastic Volatility;Melino;Journal of Econometrics,1990

3. Moving in the Right Direction;Cookson;Risk,1993

4. Solving the Mystery;Leong;Risk,1990

5. Market Liquidity, Hedging and Crashes;Gennotte;American Economic Review,1990

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Rational Speculation, Financial Crises, and Optimal Policy Responses;IMF Working Papers;2004

2. Exchange rate intervention with options;Journal of International Money and Finance;2003-04

3. The Implied Subsidy of Exchange Rate Mechanisms;SSRN Electronic Journal;2000

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