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Upside and downside correlated jump risk premia of currency options and expected returns

Crossref DOI link: https://doi.org/10.1186/s40854-023-00493-3

Published Online: 2023-05-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

He, Jie-Cao

Chang, Hsing-Hua

Chen, Ting-Fu

Lin, Shih-Kuei https://orcid.org/0000-0003-2229-7442
License Information

Text and Data Mining valid from 2023-05-03

Version of Record valid from 2023-05-03
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Article History

Received: 16 June 2022

Accepted: 13 April 2023

First Online: 3 May 2023

Declarations

:

: The authors declare that they have no conflict of interest.