G13 - Contingent Pricing; Futures Pricing - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:59:17+00:00Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate
https://www.bankofcanada.ca/2010/03/discussion-paper-2010-2/
Security prices contain valuable information that can be used to make a wide variety of economic decisions. To extract this information, a model is required that relates market prices to the desired information, and that ideally can be implemented using timely and low-cost methods.2010-03-19T00:00:06+00:00enMarket Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate2010-03-19Econometric and statistical methodsExchange ratesFinancial marketsDiscussion paper 2010-2https://www.bankofcanada.ca/wp-content/uploads/2010/05/dp10-2.pdfMarket Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate Alejandro GarcĂaAndrei ProkopiwMarch 2010CC0C00C02GG1G13