外汇中的波动率风险溢价(二)

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学术论文

波动率风险溢价与汇率可预测性

作者Pasquale Della Corte; Tarun Ramadorai; Lucio Sarno

机构
  • 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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