Sofia Cazzaniga

Swiss Finance Institute and University of Lugano

Phd student

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

222

CITATIONS

0

Scholarly Papers (1)

1.

Crash Risk in Currency Markets - A Skewness Measure Approach

Swiss Finance Institute Research Paper No. 11-61
Number of pages: 49 Posted: 20 Dec 2011
Sofia Cazzaniga
Swiss Finance Institute and University of Lugano
Downloads 201 (108,589)

Abstract:

Foreign Exchange, Carry Trade, Crash Risk, Skewness