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RePEcDerivatives & Volatility

FX Options Returns Risk Factors

Long-term straddle momentum, implied volatility, and illiquidity are identified as key predictors of cross-sectional foreign exchange options returns.

Featured in No. 58 on 24 Jul 2024 · on release day

Released
24 Jul 2024
First featured
No. 58 · 24 Jul 2024
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Identifier
RePEc:oup:revfin:v:28:y:2024:i:3:p:897-944.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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