Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Year of publication: |
2017
|
---|---|
Authors: | Clark, Iain J. ; Amen, Saeed |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 5.2017, 3, p. 1-17
|
Publisher: |
Basel : MDPI |
Subject: | Brexit | foreign exchange options | implied distributions | forecasting | event risk |
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