Name: International Finance Discussion Papers: The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar (en Inglés)
Price: 74.76 PEN
Availability: InStock
Author: Leahy, Michael P. ; Thomas, Charles P. ; United States Federal Reserve Board
ISBN: 9781288734283

portada International Finance Discussion Papers: The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar (en Inglés)

International Finance Discussion Papers: The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar (en Inglés)

Formato

Libro Físico

Autor

United States Federal Reserve Board

Michael P. Leahy

Charles P. Thomas

Editorial

Bibliogov

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

Dimensiones

24.6 x 18.9 x 0.2 cm

Peso

0.09 kg.

ISBN13

9781288734283

Categorías

Política y gobierno

International Finance Discussion Papers: The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar (en Inglés)

United States Federal Reserve Board (Autor) · Michael P. Leahy (Autor) · Charles P. Thomas (Autor) · Bibliogov · Tapa Blanda

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Reseña del libro "International Finance Discussion Papers: The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar (en Inglés)"

We use exchange traded options on Canadian dollar futures to estimate the market's risk-neutral distribution for the Canadian dollar in the days before and after the Quebec sovereignty referendum. We employ a relatively new technique that places little a priori structure on the estimated distribution. This lack of structure allows the estimated distribution to reflect the multi-modal nature of expectations associated with the referendum's results. The technique is especially suited to circumstances in which a particular event will reduce a large degree of uncertainty prior to the expiration date of the options. Our estimated distributions are consistent with a significant perceived probability that the Canadian dollar would move up or down by as much as 5 percent as a result of the vote.