The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations
Article
Figueiredo, Antonio, Parhizgari, Ali M, Dupoyet, Brice. (2023). The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations
. EUROPEAN JOURNAL OF FINANCE, 29(18), 2128-2153. 10.1080/1351847X.2023.2189020
Figueiredo, Antonio, Parhizgari, Ali M, Dupoyet, Brice. (2023). The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations
. EUROPEAN JOURNAL OF FINANCE, 29(18), 2128-2153. 10.1080/1351847X.2023.2189020