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The Present Value: ISDA Highlights A Selection Of Research Papers On Derivatives And Risk Management

<h3>FX Option Volume</h3> <p>Bank of England Staff Working Paper<br />By Robert Czech, Pasquale Della Corte, Shiyang Huang, and Tianyu Wang</p> <p>The study examines the relationship between the volume of foreign exchange (FX) options traded over-the-counter and future exchange returns. The analysis is based on transactions reported to the Depository Trust & Clearing Corporation derivatives repository.</p> ....

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