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Using daily options data for six major currency pairs, we first show that the cross section options-implied standard deviation, skewness and kurtosis consistently explain not only the conditional mean but also the entire conditional distribution of subsequent currency excess returns for horizons ranging from one.
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It calculates the pdfforeign exchange option - University of North Carolina Foreign exchange option 1 Foreign exchange option In finance, a foreign exchange option (commonly shortened to just FX option or currency option) is a Currency Option Trading Forex Binary Options px Forex binary options.
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