Keywan Rasekhschaffe

University of Lugano

Via Sole 14

CH-6904 Lugano, Ticino 6900

Switzerland

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Scholarly Papers (1)

1.

The Cross-Section of Currency Volatility

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 40 Posted: 01 Oct 2012 Last Revised: 14 Oct 2014
Keywan Rasekhschaffe
University of Lugano
Downloads 181 (111,387)

Abstract:

asset pricing, FX, variance swap, volatility risk premium