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- W2079436746 abstract "Abstract This paper examines US listed options on Telefonos de Mexico ADRs to test whether US capital markets anticipated the 1994 peso devaluation. The paper also examines how quickly the markets impounded news of the devaluation, and whether the markets considered the devaluation effects to be primarily transitory or permanent. The results provide evidence of the markets' anticipation of the devaluation. Moreover, after the government's announcement of a policy change, traders impounded the news swiftly into option prices. The data also show that the markets initially viewed the devaluation as causing a transitory increase in exchange rate risk instead of a permanent change in equity risk." @default.
- W2079436746 created "2016-06-24" @default.
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- W2079436746 date "1998-06-01" @default.
- W2079436746 modified "2023-09-27" @default.
- W2079436746 title "The informational content of US listed options on foreign equity securities: the case of Telmex and the peso devaluation" @default.
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- W2079436746 doi "https://doi.org/10.1016/s1042-4431(98)00031-6" @default.
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