University of Oxford / City University / Imperial College / Oxford-Man Institute / /
IndustryTerm
high insurance costs / low insurance costs / volatility insurance / high volatility insurance / Finance practitioners / volatility products / currency volatility insurance / separate Internet Appendix / /
Organization
Economic and Social Research Council / Imperial College Business School / Oxford-Man Institute / V RP / City University London / Imperial College London / Cass Business School / CEPR / Saïd Business School / University of Oxford / /
Person
Lucio Sarno / Lars Lochstoer / Tarun Ramadorai / Philippos Kassimatis / Andrea Vedolin / Kenneth Froot / John Campbell / DELLA CORTE / Adrien Verdelhan / Pasquale Della Corte / /
Position
random walk forecasting model for currencies / rt / forward / /
Volatility Risk Premia and Exchange Rate Predictability y Pasquale DELLA CORTE Tarun RAMADORAI Lucio SARNO