One money, one market: the effect of common currencies on trade
β Scribed by Andrew K. Rose
- Book ID
- 108558934
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 533 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0266-4658
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
ndividuals trading in futures markets are required to post security deposits, I called margins, to insure that brokers and exchanges are potected from nonperformance due to unfavorable price movements. Specified in dollar amounts per contract, margins may be posted in either cash or interest-bearing
## Abstract Previous studies of the quality of marketβforecasted volatility have used the volatility that is implied by exchangeβtraded option prices. The use of implied volatility in estimating the market view of future volatility has suffered from variable measurement errors, such as the nonβsync