Comparison of exchange rate volatility in the spot and forward markets.

• المؤلفون الرئيسيون: Lim, Raymond Kiat Jiang., Ng, Meng Chong., Tan, Yeok Koon.
• مؤلفون آخرون: Charoenwong, Charlie
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Foreign exchange
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/11603

This paper seeks to compare the spot and forward exchange rate volatility of the major currencies. Under the assumption of non-stochastic interest rates, if the currency markets are efficient in the sense that it is not possible to arbitrage between the two markets, the volatility in the two markets...