A volatility smile-based uncertainty index
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DOI: 10.1007/s10436-021-00384-6
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More about this item
Keywords
Uncertainty; FX option; Volatility smile; Risk;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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