Bid-Ask spread determinants of currency options.
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.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11312 |
| _version_ | 1811692368672325632 |
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| author | Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. |
| author2 | Chong, Beng Soon |
| author_facet | Chong, Beng Soon Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. |
| author_sort | Chin, Min Hua. |
| collection | NTU |
| description | 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. |
| first_indexed | 2024-10-01T06:34:41Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/11312 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T06:34:41Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/113122023-05-19T05:41:39Z Bid-Ask spread determinants of currency options. Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. Chong, Beng Soon Nanyang Business School DRNTU::Business::Finance::Options 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. 2008-09-24T07:53:29Z 2008-09-24T07:53:29Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11312 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Options Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. Bid-Ask spread determinants of currency options. |
| title | Bid-Ask spread determinants of currency options. |
| title_full | Bid-Ask spread determinants of currency options. |
| title_fullStr | Bid-Ask spread determinants of currency options. |
| title_full_unstemmed | Bid-Ask spread determinants of currency options. |
| title_short | Bid-Ask spread determinants of currency options. |
| title_sort | bid ask spread determinants of currency options |
| topic | DRNTU::Business::Finance::Options |
| url | http://hdl.handle.net/10356/11312 |
| work_keys_str_mv | AT chinminhua bidaskspreaddeterminantsofcurrencyoptions AT ngirenelayhoon bidaskspreaddeterminantsofcurrencyoptions AT senjessypuayhui bidaskspreaddeterminantsofcurrencyoptions |