International Journal of Management and Applied Science (IJMAS)
current issues
Volume-4,Issue-8  ( Aug, 2018 )
Past issues
  1. Volume-4,Issue-8  ( Aug, 2018 )
  2. Volume-4,Issue-7  ( Jul, 2018 )
  3. Volume-4,Issue-6  ( Jun, 2018 )
  4. Volume-4,Issue-5  ( May, 2018 )
  5. Volume-4,Issue-4  ( Apr, 2018 )
  6. Volume-4,Issue-3  ( Mar, 2018 )
  7. Volume-4,Issue-2  ( Feb, 2018 )
  8. Volume-4,Issue-1  ( Jan, 2018 )
  9. Volume-3,Issue-12  ( Dec, 2017 )
  10. Volume-3,Issue-11  ( Nov, 2017 )

Statistics report
Nov. 2018
Submitted Papers : 80
Accepted Papers : 10
Rejected Papers : 70
Acc. Perc : 12%
Issue Published : 54
Paper Published : 3316
No. of Authors : 6857
  Journal Paper




Paper Title :
The Pricing of Unexpected Volatility in The Currency Market

Author :Wenna Lu, Laurence Copeland

Article Citation :Wenna Lu ,Laurence Copeland , (2017 ) " The Pricing of Unexpected Volatility in The Currency Market " , International Journal of Management and Applied Science (IJMAS) , pp. 12-16, Volume-3,Issue-11

Abstract : number of recent papers have investigated the role played by volatility in determining the cross section of currency returns. We show that the importance of volatility depends on whether the currency markets are unexpectedly volatile. Low volatility is largely unrewarded in the market, whereas high volatility is a risk which has a substantial impact on returns. Index Terms - carry trade, currency portfolios, trading strategies.

Type : Research paper

Indexed : Google Scholar


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