HomeResearchPublications

Event-related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices

back to overview

Reference

Hanke, M., Poulsen, R., & Weissensteiner, A. (2018). Event-related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Journal of Financial and Quantitative Analysis, 53(6), 2663-2683. (ABS: 4; FT 50: 21; VHB: A)

Publication type

Refereed Journal Article

Persons

Organizational Units

  • Chair in Finance
  • Institute for Finance

Original Source URL

Link

DOI

http://dx.doi.org/doi:10.1017/S002210901800042X