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bonds, commodities, currencies, equities · Global · CFDs, futures · Monthly Paid

Cross-Asset Skewness Effect

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Academic paper

Cross-Asset Skew

AuthorsNick Baltas; Gabriel Salinas

Institute
  • Goldman Sachs (United States)
  • Goldman Sachs International
  • Imperial College Business School
  • Texas Board of Nursing
  • Teacher Retirement System of Texas

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3505422

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