Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from 2022 to 2023

News Financial services Japanese General Updates

Date: 7th Aug, 2024 Source: Bank of Japan Country: Japan Original Source

Brief

August 7, 2024 YONEYAMA Akihito*, TSUCHIYA Akitaka**, FUKUMA Noritaka Financial Markets Department *Currently, Fukuoka Branch. **Currently, Personnel and Corporate Affairs Department. Full Text [PDF 1,269KB] In this paper, we extract the implied probability distributions from daily option prices for the future levels of yen swap rates and the U.S. dollar/yen exchange rate, which came under

This content is restricted.

Highlights content goes here...

This content is restricted.

Bank of Japan

RADA.AI

Hello! I'm RADA.AI - Regulatory Analysis and Decision Assistance. Your Intelligent guide for compliance and decision-making. How can i assist you today?

Suggested

Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from 2022 to 2023

Brief

Bank of Japan

Form successfully submitted. One of our GRI rep will contact you shortly

Thanking You!

Enter your Email

Verify Email

Tell us more about yourself

Select your work area

Select your country

All set.

Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from 2022 to 2023

Brief

Bank of Japan

Form successfully submitted. One of our GRI rep will contact you shortly

Thanking You!

Enter your Email

Verify OTP

Enter your Email

Verify Email

Tell us more about yourself

Select your work area

Select your country

All set.