Is volatility risk for the british pound priced in U.S. options markets?

Financial Review

Volumn 36, Issue 1, 2001, Pages 55-70

  Sarwar, Ghulam ^a  

^a ST CLOUD STATE UNIVERSITY   (United States)

Author keywords

Currency options; Hedge portfolio return; Risk premium; Volatility risk

Indexed keywords

EID: 30344442610     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2001.tb00004.x     Document Type: Article

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