---
title: Currency Network Risk and Volatility
url: https://www.ml-quant.com/papers/ssrn/4445357/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4445357
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4445357
featured: 2023-05-24
citations: unknown
topic: Derivatives & Volatility
---


# Currency Network Risk and Volatility

Volatility network strategy generates excess returns by buying net recipients and selling net transmitters of transitory shocks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4445357
- Identifier: SSRN 4445357
- Released: 2021-11-04
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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