Common risk factors in cross-sectional FX options returns
Xuanchen Zhang, Raymond H.Y. So, Tarik Driouchi
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Xuanchen ; So, Raymond H. Y. ; Driouchi, Tarik |
| Subject: | options returns | implied volatility | momentum | illiquidity | FX options | foreign exchange | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Devisenoption | Currency option | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfae002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046169