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Keywords: Psychological Barrier
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (2): 309–329.
Published: 31 May 2014
...Dong-Hoon Shin; Seonhyeon Kim; Hojoon Kim; Daehwi Jung In this paper, we examine the existence of the psychological barriers in three foreign exchange rate, won/dollar, euro/dollar, yen/dollar, and test that the psychological barriers effect to the implied volatilities of the FX options. For each...
