Skewness Risk Premia and the Cross-Section of Currency Returns
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Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li; Lucio Sarno; Gabriele Zinna
Fudan University- Fudan University - School of Management
Cambridge School
Centre for Economic Policy Research- University of Cambridge
- Centre for Economic Policy Research (CEPR)
- University of Cambridge - Judge Business School
Bank of Italy- Bank of Italy - Research Department
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