The informational role of forex option volume

Keyphrases

• Euro 100%
• Volume Ratio 100%
• Futures Markets 100%
• Call Volume 100%
• Option Volume 100%
• FX Options 100%
• Informational Role 100%
• Forex 100%
• Information Flow 50%
• Forecast Model 50%
• Buying 50%
• Foreign Exchange 50%
• Simple Strategy 50%
• Regression Prediction 50%
• High Uncertainty 50%
• Out-of-sample Performance 50%
• Exchange Rate Changes 50%
• Depreciation 50%
• Trading Strategy 50%
• Trading Volume 50%
• Forecast Method 50%
• Predictive Regression 50%
• Option Trading Volume 50%
• Crisis Period 50%
• Futures Exchange 50%
• Options Market 50%
• FX Market 50%
• Put-Call Ratio 50%

Economics, Econometrics and Finance

• Future Market 100%
• Trading Volume 100%
• Currency Option 100%
• US Dollar 50%
• Option Trading 50%
• Foreign Exchange Market 50%
• Foreign Exchange 50%
• Exchange Rate Changes 50%
• Futures Exchange 50%
• Predictive Regression 50%