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

by Michael P. Leahy

We use exchange traded options on Canadian dollar futures to estimate the markets risk-neutral distribution for the Canadian dollar in the days before and after the Quebec sovereignty referendum. We... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 128873428X
• ISBN13: 9781288734283
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 38 Pages
• Weight: 0.19 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"