haku: @indexterm Future / yhteensä: 937
viite: 344 / 937
| Tekijä: | Shirreff, D. |
| Otsikko: | Rewriting history |
| Lehti: | Euromoney
1997 : OCT, 10, p. 59-61 |
| Asiasana: | EUROPEAN MONETARY SYSTEM FORECASTING FUTURE PRICING UNCERTAINTY |
| Kieli: | eng |
| Tiivistelmä: | For investors, traders, risk managers and regulators, January 4. 1999 represents something of a black hole. Monetary history becomes redundant when confronted with the new currency. Everybody has come to rely, to a lesser or greater extent, on time-series data and historical volatility as a guide to pricing the risk they are taking and the likelihood of price movements in the future. It will be a potential nightmare in anywhere where institutions have big euro positions, but it will be temporary: the uncertainty will decay daily as tick data for the euro accumulate. |
SCIMA