Making money from FX volatility
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- Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016.
"Volatility risk premia and exchange rate predictability,"
Journal of Financial Economics,
Elsevier, vol. 120(1), pages 21-40.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.
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