Understanding foreign exchange option returns : the information content of volatility
Lamya Kermiche (Grenoble Ecole de Management, France), Philippe Dupuy (Grenoble Ecole de Management, France)
| Year of publication: |
March/April 2016
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|---|---|
| Authors: | Kermiche, Lamya ; Dupuy, Philippe |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 32.2016, 2, p. 439-448
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| Subject: | Asset Pricing Theory | Foreign Exchange Option Returns | Historical and Implied Volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Kapitaleinkommen | Capital income | Devisenoption | Currency option | Optionsgeschäft | Option trading | Wechselkurs | Exchange rate | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011500530