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Implied foreign exchange rates using options prices
Menachem Brenner
*
, Young Ho Eom
,
Yoram Landskroner
*
Corresponding author for this work
BA Business Department
Research output
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Article
›
peer-review
1
Scopus citations
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Keyphrases
Option Price
100%
Implied Volatility
100%
Foreign Exchange Rate
100%
Exchange Rate
75%
Official Rate
75%
Options Markets
75%
Israel
25%
Shekel
25%
Control Intervention
25%
Government Intervention
25%
Relative Value
25%
Local Currency
25%
Spot Market
25%
Foreign Exchange
25%
Foreign Exchange Options
25%
Economics, Econometrics and Finance
Exchange Rate
100%
Price
100%
Volatility
66%
State Intervention
16%
Foreign Exchange
16%
US Dollar
16%
Currency Option
16%