currency options prices. Options quotations at a different trading time, such as the opening period, midday period and closing … pricing currency options. We use the Mincer-Zarnowitz regression test to analyse the volatility forecast power of IV for three … different forecast horizons (within a week, one week and one month). Intraday IV's capability in estimating currency options …

foreign exchange reserves by selling dollars to restore stability. Few central banks use currency-options based intervention …-neutral densities extracted from currency options data, it is demonstrated that certain options-trading strategy can be effective in …