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Crash-Neutral Currency Carry Trades

https://doi.org/10.2139/ssrn.1262934
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The 38 checked references that resolve
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Volatility and the Carry Trade
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resolves10.1016/s0304-405x(03)00171-5
Time-changed Lévy processes and option pricing
resolves10.1016/j.jfineco.2006.03.010
Stochastic skew in currency options☆
resolves10.1093/rfs/hhn038
Variance Risk Premiums
resolves10.2139/ssrn.873788
Consistent Pricing of FX Options
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Crash Risk in Currency Returns
resolves10.1093/rapstu/rat004
The Puzzle of Index Option Returns
resolves10.1111/0022-1082.00352
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resolves10.1016/j.jfineco.2011.01.007
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resolves10.3386/w19336
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resolves10.1257/jep.4.3.179
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resolves10.1016/s0261-5606(83)80001-1
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resolves10.1093/rfs/hhi027
The Model-Free Implied Volatility and Its Information Content
resolves10.3386/w19643
The Cost of Capital for Alternative Investments
resolves10.2139/ssrn.2338585
Option-Implied Currency Risk Premia
resolves10.3386/w19325
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THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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Common Risk Factors in Currency Markets
resolves10.1016/j.jfineco.2013.12.005
Countercyclical currency risk premia
resolves10.2139/ssrn.898412
Carry Trades and Speculative Dynamics
resolves10.1016/0304-3932(88)90172-9
The equity risk premium a solution
resolves10.1016/j.jfineco.2010.08.016
Simple formulas for standard errors that cluster by both firm and time
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FX Options and Structured Products
The 1 reference without a DOI — listed, not checked
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