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• 2024

  Common Risk Factors in Cross-Sectional FX Options Returns

  Zhang, X., So, R. H. Y. & Driouchi, T., 1 May 2024, In: Review of Finance . 28, 3, p. 897-944 48 p., rfae002.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Return 100%
  • Volatility 33%
  • Factor Model 33%
  • Robustness 33%
  • Accounting 33%