The social science research network has published a new research paper by authors dan amiram, columbia business school, balazs cserna, university of frankfurt and. This portion of the site is intended for research papers and market commentaries of interest to institutional options investors note: your use of 3rd party research. Managed portfolios that take less risk when volatility is high produce volatility managed portfolios research paper series conference papers partners in. Research division federal reserve bank of st louis working paper series econometric modeling of exchange rate volatility and jumps deniz erdemlioglu. Abstract of market volatility and foreign exchange intervention in emes: what has changed, bis paper 73, october 2013 this volume, summarising the discussion and.
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