Does option-implied cross-sectional return dispersion forecast realized cross-sectional return dispersion? : evidence from the G10 currencies
Year of publication: |
January 2017
|
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Authors: | Grobys, Klaus ; Heinonen, Jari-Pekka |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 1, p. 3-22
|
Subject: | Währungsspekulation | Currency speculation | Optionsgeschäft | Option trading | Kapitalmarktrendite | Capital market returns | Varianzanalyse | Analysis of variance | Industrieländer | Industrialized countries | 2007-2015 |
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