𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Predicting bond ratings using publicly available information

✍ Scribed by Kee S. Kim


Book ID
108127678
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
136 KB
Volume
29
Category
Article
ISSN
0957-4174

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Predicting nominal exchange rate movemen
✍ Ryan Ratcliff πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 203 KB

## Abstract This paper uses a measure of the relative price of out‐of‐the‐money (OTM) European put and call currency options to forecast daily movements in the dollar/euro exchange rate over the period of January 2002–June 2004. As these OTM options are pure bets on future movements of the exchange