Bid-Ask spread determinants of currency options.
The current options bid and ask quotes from the Bloomberg financial database are examined. Multiple regression is performed to examine the applicability of bid-ask spreads determinants observed in the stock and futures market to the currency options market.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11312 |
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| Institution: | Nanyang Technological University |
| Summary: | The current options bid and ask quotes from the Bloomberg financial database are examined. Multiple regression is performed to examine the applicability of bid-ask spreads determinants observed in the stock and futures market to the currency options market. |
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