Speculative opportunities for currency exchange under soft peg

Nikolai Dokuchaev

Applied Financial Economics Letters, 2006, vol. 2, issue 6, 371-374

Abstract: The paper studies trading strategies for currency exchange market which do not employ any distribution assumptions on exchange rate evolution. It is found that there are strategies that ensure some speculative opportunities for currency exchange under condition of currency corridor or soft peg.

Date: 2006
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DOI: 10.1080/17446540600706809

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