We would like to thank the participants of the seminars held at the International Conference on Futures and Option Markets, the Hebrew University, and at the Bank of Israel. We also thank George Pennacchi, Zvi Wiener, Eugene Kandel, Zhuo Huang, and Orly Sade for most helpful comments and June Dilevsky for editorial assistance. Dan Galai acknowledges the partial financial support of the Zagagi fund at the Hebrew University.
Bid–Ask Spreads and Implied Volatilities of Key Players in a FX Options Market
Version of Record online: 25 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Special Issue: Special Issue from the International Conference on Futures and Other Derivative Markets
Volume 33, Issue 8, pages 774–794, August 2013
How to Cite
Galai, D. and Schreiber, B. Z. (2013), Bid–Ask Spreads and Implied Volatilities of Key Players in a FX Options Market. J. Fut. Mark., 33: 774–794. doi: 10.1002/fut.21605
- Issue online: 22 MAY 2013
- Version of Record online: 25 FEB 2013
- Manuscript Received: 1 JAN 2013
- Manuscript Accepted: 1 JAN 2013
- Zagagi fund at the Hebrew University
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