Global Equity Correlations and Currency Option-Implied Volatilities
The research finds that exchange rate option-implied volatilities can more accurately predict future global equity market correlations.
Featured in No. 26 on 15 Nov 2023 · on release day
- Released
- 15 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:taf:eurjfi:v:29:y:2023:i:18:p:2128-2153
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