Coverart for item
The Resource Does the introduction of futures on emerging market currencies destabilize the underlying currencies?, prepared by Christian Jochum and Laura Kodres

Does the introduction of futures on emerging market currencies destabilize the underlying currencies?, prepared by Christian Jochum and Laura Kodres

Label
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Title
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Statement of responsibility
prepared by Christian Jochum and Laura Kodres
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
Annotation
Member of
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Jochum, Christian
Government publication
international or intergovernmental publication
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.98/13 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Kodres, Laura E
  • International Monetary Fund
Series statement
IMF Working Paper
Series volume
WP/98/13
http://library.link/vocab/subjectName
  • Foreign exchange futures
  • Foreign exchange futures
  • Foreign exchange futures
  • Derivative securities
  • Derivative securities
  • Derivative securities
  • Foreign exchange rates
  • Foreign exchange rates
  • Foreign exchange rates
  • Change à terme
  • Change à terme
  • Change à terme
  • Instruments dérivés (Finances)
  • Instruments dérivés (Finances)
  • Instruments dérivés (Finances)
  • Taux de change
  • Taux de change
  • Taux de change
  • Derivative securities
  • Foreign exchange futures
  • Foreign exchange rates
  • Brazil
  • Hungary
  • Mexico
Summary expansion
Recent interest in futures contracts on emerging market currencies has raised concerns among some central bank authorities about their ability to maintain stable currencies. This paper presents empirical results examining the influence of the Mexican peso, the Brazilian real, and the Hungarian forint futures contracts on the respective spot markets. While measures of linear dependence and feedback indicate strong connections between the respective markets, futures volatility does not significantly explain spot market volatility, nor does it increase after futures introductions. to account for the characteristics of the spot and futures returns a SWARCH model has been employed to estimate volatility
Label
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?, prepared by Christian Jochum and Laura Kodres
Instantiates
Publication
Copyright
Note
"February 1998."
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 37-39)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
761960548
Dimensions
unknown
Extent
1 online resource (39 pages)
File format
one file format
Form of item
online
Isbn
9781281604064
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
Specific material designation
remote
System control number
(OCoLC)761960548
Label
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?, prepared by Christian Jochum and Laura Kodres
Publication
Copyright
Note
"February 1998."
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 37-39)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
761960548
Dimensions
unknown
Extent
1 online resource (39 pages)
File format
one file format
Form of item
online
Isbn
9781281604064
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
Specific material designation
remote
System control number
(OCoLC)761960548

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