Work

Can implied volatility predict returns on the currency carry trade?

Year: 2015

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2015.04.026

Authors: Tom Egbers, Laurens Swinkels

Institution: Erasmus University Rotterdam

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1897124351

FWCI: 4.467

Cites: 57

Cited by: 30

Related to: 10