Volatility and the cross-section of returns on FX options
Jonathan Fullwood, Jessica James, Ian W. Marsh
| Year of publication: |
2021
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|---|---|
| Authors: | Fullwood, Jonathan ; James, Jessica ; Marsh, Ian |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 141.2021, 3, p. 1262-1284
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| Subject: | Foreign exchange | Implied volatility | Options returns | Straddles | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Devisenoption | Currency option | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.04.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012873205