Bid-Ask spread determinants of currency options.
Chin, Min Hua.
Ng, Irene Lay Hoon.
Sen, Jessy Puay Hui.
Date of Issue2001
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University