Work

Crash Risk in Currency Returns

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2023440

Authors: Mikhail Chernov, Jeremy J. Graveline, Irina Zviadadze

Institutions: University of California, Los Angeles, University of Minnesota, Centre for Economic Policy Research, HEC Paris

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1481836752

Cites: 46

Cited by: 24

Related to: 10