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SSRNDerivatives & Volatility

FX Volatility

High foreign exchange volatility results in higher currency carry returns during high ambiguity, as investors avoid trading, a study shows.

Featured in No. 71 on 23 Oct 2024 · 2 days after release

Released
21 Oct 2024
First featured
No. 71 · 23 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
7
Identifier
SSRN 4993938

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

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