id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejge-4307	Prado-Dominguez, Javier; Fernández-Herráiz, Carlos	A Sharpe-ratio-based measure for currencies	2015	9	.pdf	application/pdf	3863	186	57	This is a key question to consider because, at the end of the day, the interest rate spread is another way of looking at currency risks. This work presents an adaptation of the ex-ante Sharpe Ratio for currencies where we consider a random walk approach for the currency behavior and implied volatility as a proxy for market expectations of future realized volatility.	cache/ejge-4307.pdf	txt/ejge-4307.txt