Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/11312| Title: | Bid-Ask spread determinants of currency options. | Authors: | Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. |
Keywords: | DRNTU::Business::Finance::Options | Issue Date: | 2001 | Abstract: | 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. | URI: | http://hdl.handle.net/10356/11312 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_620.pdf Restricted Access | 205.82 kB | Adobe PDF | View/Open |
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