Portfolio Management and Information from Over-the-Counter Currency Options

2005 ◽  
pp. 349-380
Author(s):  
Jorge Barros Luís
Keyword(s):  
Portfolio Management ◽  
Currency Options ◽  
Over The Counter

The Volatility Risk Premium Embedded in Currency Options

2005 ◽  
Vol 40 (4) ◽  
pp. 803-832 ◽  
Author(s):  
Buen Sin Low ◽  
Shaojun Zhang
Keyword(s):  
Risk Premium ◽  
Parametric Approach ◽  
Large Database ◽  
Currency Options ◽  
Over The Counter ◽  
Volatility Risk ◽  
Currency Option ◽  
Volatility Risk Premium ◽  
Japanese Yen ◽  
Option Market

AbstractThis study employs a non-parametric approach to investigate the volatility risk premium in the over-the-counter currency option market. Using a large database of daily delta-neutral straddle quotes in four major currencies—the British pound, the euro, the Japanese yen, and the Swiss franc—we find that volatility risk is priced in all four currencies across different option maturities. We find that the volatility risk premium is negative, with the premium decreasing in maturity. Finally, we also find evidence that jump risk may be priced in the currency option market.

Acetaminophen: Neonatal hepatotoxicity due to late pregnancy exposure

1987 ◽  
Vol 45 ◽  
pp. 718-719
Author(s):  
G.A. Miranda ◽  
M.A. Arroyo ◽  
C.A. Lucio ◽  
M. Mongeotti ◽  
S.S. Poolsawat
Keyword(s):  
Low Dose ◽  
Fetal Liver ◽  
Late Pregnancy ◽  
Toxic Chemicals ◽  
Control Group ◽  
High Dose ◽  
Over The Counter ◽  
Liver And Kidney ◽  
Neonatal Liver ◽  
Childbearing Women

Exposure to drugs and toxic chemicals, during late pregnancy, is a common occurrence in childbearing women. Some studies have reported that more than 90% of pregnant women use at least 1 prescription; of this, 60% used more than one. Another study indicated that 80% of the consumed drugs were not prescribed, and of this figure, 95% were “over-the-counter” drugs. Acetaminophen, the safest of all over-the-counter drugs, has been reported to induce fetal liver necrosis in man and animals and to have abortifacient and embryocidal action in mice. This study examines the degree to which acetaminophen affects the neonatal liver and kidney, when a fatty diet is simultaneously fed to the mother during late pregnancy.Timed Swiss Webster female mice were gavaged during late pregnancy (days 16-19) with fat suspended acetaminophen at a high dose, HD = 84.50 mg/kg, and a low dose, LD = 42.25 mg/kg; a control group received fat alone.

Human Psychopharmacology and Dose-Effects of Dextromethorphan, an NMDA Antagonist Hallucinogen Present in Over-the-Counter Cough Medications

2011 ◽  
Author(s):  
Lawrence P. Carter ◽  
Chad R. Reissig ◽  
Miriam Z. Mintzer ◽  
Matthew W. Johnson ◽  
Roland R. Griffiths
Keyword(s):  
Nmda Antagonist ◽  
Over The Counter ◽  
Dose Effects ◽  
Human Psychopharmacology
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