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 (JFQA), 53(6), 2663-2683. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; FT_2016 50_2016: yes; ISI_2018: 2.266; VHB_3: A)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Chair in Finance
  • Institute for Finance

DOI

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