---
title: Global Equity Correlations and Currency Option-Implied Volatilities
url: https://www.ml-quant.com/papers/repec/taf-eurjfi-v-29-y-2023-i-18-p-2128-2153/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:eurjfi:v:29:y:2023:i:18:p:2128-2153
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2023.2189020%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A29%3Ay%3A2023%3Ai%3A18%3Ap%3A2128-2153
featured: 2023-11-15
citations: unknown
topic: Derivatives & Volatility
---


# Global Equity Correlations and Currency Option-Implied Volatilities

The research finds that exchange rate option-implied volatilities can more accurately predict future global equity market correlations.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2023.2189020%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A29%3Ay%3A2023%3Ai%3A18%3Ap%3A2128-2153
- Identifier: RePEc:taf:eurjfi:v:29:y:2023:i:18:p:2128-2153
- Released: 2023-11-15
- First featured: Quant Letter No. 26 (2023-11-15): https://www.ml-quant.com/issues/2023-11-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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