Essays in International Finance and the Global Financial Crisis /
Chapter three studies the effect of hedging imbalances in the foreign exchange market as a possible explanation for deviations from Uncovered Interest Parity. Speculators, becoming weary of holding excess demand for forward hedges, hedge their own exposure in the currency options market. The subsequ...
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| Format: | Thesis Book |
| Language: | English |
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[New York, N.Y.?] :
[publisher not identified],
2011
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