Currency options and exchange rate economics / editor, Zhaohui Chen

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The primary objective of this book is to bridge the gap between the traditional macroeconomic literature on exchange rate economics and the currency option pricing literature. This gap exists both as a result of the division of labour between the two strands of literature, and as a result of the practice in graduate training. This text collects recent research work in this area by academics, some of whom also possess valuable knowledge of the working of currency option markets and official operations.