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Speculative Opportunities for Currency Exchange Under Soft Peg

Nikolai Dokuchaev
Curtin University of Technology

November 7, 2005

Abstract:
The paper studies trading strategies for currency exchange market which do not employ any distribution assumptions on exchange rate evolution. It is found that there are strategies that ensure some speculative opportunities for currency exchange under condition of currency corridor or soft peg.

Keywords: portfolio strategies, currency exchange, soft peg, currency corridor, currency trading, speculations

JEL Classifications: G11

Working Paper Series

Date posted: November 07, 2005 ; Last revised: October 03, 2006

Suggested Citation

Dokuchaev, Nikolai, Speculative Opportunities for Currency Exchange Under Soft Peg (November 7, 2005). Available at SSRN: http://ssrn.com/abstract=838384

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Contact Information

Nikolai Dokuchaev (Contact Author)

Curtin University of Technology ( email )

GPO Box U1987
Perth, WA 6845, WA Australia