Crash Risk in Currency Markets
收藏NBER2009-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w15062
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资源简介：
Since the fall of 2008, option smiles have been clearly asymmetric: out-of-the-money currency options point to large expected exchange rate depreciations (appreciations) for high (low) interest rate currencies, suggesting that disaster risk is priced in currency markets. To study the price of
提供机构：
美国国家经济研究局
创建时间：
2009-06-01
