FOMC Announcement Premiums
Currency risk premiums fluctuate on U.S. FOMC announcement days, with currencies expecting a larger reduction in implied variance earning higher returns.
Featured in No. 103 on 25 Jun 2025 · 49 days after release
- Released
- 7 May 2025
- First featured
- No. 103 · 25 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 213
- Identifier
- SSRN 5237922
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).