Bid-Ask spread determinants of currency options.

• Main Authors: Chin, Min Hua., Ng, Irene Lay Hoon., Sen, Jessy Puay Hui.
• Other Authors: Chong, Beng Soon
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Options
• Online Access: http://hdl.handle.net/10356/11312
• Institution: Nanyang Technological University

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.