Volatility Risk Premium in Currencies 2

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Academic paper

Volatility Risk Premia and Exchange Rate Predictability

AuthorsPasquale Della Corte; Tarun Ramadorai; Lucio Sarno

Institute
  • Centre for Economic Policy Research
  • Centre for Economic Policy Research (CEPR)
  • Imperial College Business School
  • European Corporate Governance Institute
  • Imperial College London
  • European Corporate Governance Institute (ECGI)
  • Cambridge School
  • University of Cambridge
  • University of Cambridge - Judge Business School

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