Forecasting emerging market exchange rates from foreign equity options

Ting Heng Chu; Steve Swidler

doi:10.1111/1475-6803.00023

Forecasting emerging market exchange rates from foreign equity options

Ting Heng Chu
, Steve Swidler

Auburn University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	353-366
Number of pages	14
Journal	Journal of Financial Research
Volume	25
Issue number	3
DOIs	https://doi.org/10.1111/1475-6803.00023
State	Published - Sep 2002

ASJC Scopus Subject Areas

Accounting
Finance

Keywords

F31
G13

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10.1111/1475-6803.00023

Cite this

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title = "Forecasting emerging market exchange rates from foreign equity options",

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author = "Chu, \{Ting Heng\} and Steve Swidler",

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journal = "Journal of Financial Research",

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AU - Swidler, Steve

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JO - Journal of Financial Research

JF - Journal of Financial Research

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Forecasting emerging market exchange rates from foreign equity options

ASJC Scopus Subject Areas

Keywords

Access to Document

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