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

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_2022: A*; ABS_2021: 4; FT_50_2016: yes; VHB_3: A)

Publication type

Article in Scientific Journal

Persons

• Prof. Dr. Michael Hanke
• Dr. Alex Weissensteiner

Organizational Units

• Chair in Finance
• Institute for Finance

DOI