Currency Network Risk and Volatility
Volatility network strategy generates excess returns by buying net recipients and selling net transmitters of transitory shocks.
Featured in No. 1 on 24 May 2023 ·
- Released
- 4 Nov 2021
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 239
- Identifier
- SSRN 4445357
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