Does currency smirk predict foreign exchange return?
Ariful Hoque, Thi Ngoc Quynh Le, Kamrul Hassan
| Year of publication: |
2020
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|---|---|
| Authors: | Hoque, Ariful ; Le, Thi ; Hassan, Kamrul |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 3, p. 219-230
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| Subject: | implied volatility | skewness | information content | reverse skew | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Informationswert | Information value | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.17(3).2020.17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406053