Market Expectation of Appreciation of the Renminbi
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References listed on IDEAS
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Cited by:
- Genberg, Hans & Hui, Cho-Hoi, 2008.
"The credibility of 'The Link' from the perspective of modern financial theory,"
IMFS Working Paper Series
18, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Hans Genberg & Cho-hoi Hui, 2009. "The Credibility of the Link from the Perspective of Modern Financial Theory," Working Papers 0902, Hong Kong Monetary Authority.
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More about this item
Keywords
renminbi exchange rate; first-passage-time distributions; currency options;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-05-31 (Central Banking)
- NEP-CNA-2008-05-31 (China)
- NEP-MST-2008-05-31 (Market Microstructure)
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