Exploring Currency Risk Factors via Corridor Implied Volatility and Its Term Structures Dynamics during Crisis
Year of publication: |
2020
|
---|---|
Authors: | Li, Jingyi |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zinsstruktur | Yield curve | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (78 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3525908 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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