๐”– Bobbio Scriptorium
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Price Clustering in the U.S. Dollar/Taiwan Dollar Swap Market

โœ Scribed by Liu, Hao-Chen; Witte, Mark David

Book ID
119856497
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
764 KB
Volume
48
Category
Article
ISSN
0732-8516

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โœ Giora Harpaz; Steven Krull; Joseph Yagil ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 635 KB

It should be emphasized that the hedge position is a long-long or short-short hedge rather than the conventional long-short hedge, because the USDX futures price is quoted in "European terms" whereas the component FX forward prices are expressed in 'American terms.