Currency jumps, Euribor-OIS spreads and the volatility...

Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015

Wong, Alfred
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Volume:
29
Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2019.03.001
Date:
June, 2019
File:
PDF, 707 KB
english, 2019
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