LEARNING FROM CURRENCY OPTION MARKETS: AN OVERVIEW

Zhaohui Chen
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Zhaohui Chen: International Monetary Fund and Centre for Economic Policy Research, UK

Chapter 1 in Currency Options and Exchange Rate Economics, 1998, pp 3-6 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe foreign exchange market is the largest of all markets. It is also a market in which options and other currency derivatives are widely used and traded — both in organized exchanges and over the counter. Therefore, it is natural to think that the currency option markets may contain useful information on the behavior of the exchange rate, an issue that is essential to international economists, financial economists, market analysts as well as monetary and regulatory authorities all over the world. Nevertheless, it was only recently that researchers had started exploring the information contents of currency option markets. This volume is an attempt to bring together, in a self-contained manner, some of the recent developments in this field…

Date: 1998
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