The Information Content and Forecasting Ability of Implied Volatility Skewin Foreign ExchangeFutures Options
碩士 === 國立中央大學 === 財務金融學系 === 102 === This paper provides a new perspective on the informational leading role of the foreign exchange futuresoptions market relative to the foreign exchange market. We use all foreign exchange futures optionswhich are traded on CME from January 2007 to May 2013, and fo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51993499340202369891 |