CNY Realignment and USD Expectation: Empirical Study Based on RND Function of Currency Option

机译：人民币汇率调整和美元预期：基于货币期权RND函数的实证研究

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This paper analysis dynamics of JPY/USD and USD/EUR currency option RND (Risk-Neutral Density) function and moments during CNY realignment. Empirical study shows CNY realignment only has limited impact on USD expectation. The influence of CNY on FX market should not be exaggerated.

机译：本文分析了日元/美元和美元/欧元货币期权RND（风险中性密度）函数的动态以及CNY调整期间的动量。实证研究表明，人民币汇率调整对美元预期的影响有限。人民币对外汇市场的影响不应被夸大。

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来源
《Intelligent Data Engineering and Automated Learing(IDEAL 2006); Lecture Notes in Computer Science; 4224》|2006年|1283-1288|共6页
会议地点 Burgos(ES)
作者
Zhongzhong Ning;
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作者单位

Financial Engineering Research Center, South China University of Technology, 510641, Guangzhou, P.R. China;

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会议组织
原文格式 PDF
正文语种 eng
中图分类人工智能理论;
关键词
CNY realignment; USD expectation; currency option; RND function;

机译：人民币调整；美元预期；货币期权； RND功能;

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CNY Realignment and USD Expectation: Empirical Study Based on RND Function of Currency Option

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