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Variance risk premium
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11	Variance Risk Premiums and the Forward Premium Puzzle Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-01-18 17:23:21 Mathematical finance Options Foreign exchange market Banking Exchange rate Variance risk premium Foreign-exchange option Financial risk Carry Finance Financial economics Economics
12	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Risk, Uncertainty, and Expected Returns Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2012-01-30 15:33:55 Mathematical finance Financial markets Financial risk Actuarial science Capital asset pricing model Equity premium puzzle Variance risk premium Beta Risk premium Financial economics Finance Economics
13	The Variance Risk Premium Around the World Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-05-09 13:48:18 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics
14	Bank Interventions and Options-Based Systemic Risk: Evidence from the Global and Euro-Area Crisis Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-09-19 16:22:56 Financial risk Mathematical finance Financial markets Actuarial science Financial crises Variance risk premium Systemic risk Euro Hedge Economics Financial economics Finance
15	Bank Interventions and Options-Based Systemic Risk: Evidence from the Global and Euro-Area Crisis Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-09-19 16:22:56 Financial risk Mathematical finance Financial markets Actuarial science Financial crises Variance risk premium Systemic risk Euro Hedge Economics Financial economics Finance
16	Asset Return Dynamics under Habits and Bad-environment-Good Environment Fundamentals ∗ Geert Bekaert Columbia University and NBER Eric Engstrom Federal Reserve Board of Governors† Add to Reading List Source URL: chicagofed.org Language: English - Date: 2013-03-25 11:11:09 Mathematical finance Financial markets Actuarial science Data analysis Normal distribution Variance risk premium Equity premium puzzle Stochastic volatility Risk premium Statistics Financial economics Economics
17	Variance Risk Premiums and the Forward Premium Puzzle Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2013-01-18 17:23:21 Mathematical finance Options Foreign exchange market Banking Exchange rate Variance risk premium Foreign-exchange option Financial risk Carry Finance Financial economics Economics
18	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stock Return Predictability and Variance Risk Premia: Statistical Inference and Inte Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-04-05 11:04:03 Econometrics Actuarial science Time series analysis Variance risk premium Variance Bootstrapping Linear regression Volatility Standard deviation Statistics Mathematical finance Data analysis
19	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Risk, Uncertainty, and Expected Returns Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-01-30 15:33:55 Mathematical finance Financial markets Financial risk Actuarial science Capital asset pricing model Equity premium puzzle Variance risk premium Beta Risk premium Financial economics Finance Economics
20	The Variance Risk Premium Around the World Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2011-12-02 14:17:04 Economics Variance risk premium Equity premium puzzle VIX Realized variance Variance Volatility Implied volatility Autoregressive conditional heteroskedasticity Mathematical finance Finance Financial economics