Variance risk premium

Results: 29



#Item
1The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future

The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2014-12-01 04:33:25
2Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

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Source URL: www.federalreserve.gov

Language: English - Date: 2010-03-22 12:53:13
3/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps

/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:32:22
4Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122

Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:02:25
5Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡

Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡

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Source URL: ifas.xmu.edu.cn

Language: English - Date: 2015-06-29 05:06:14
6Variance Risk Premiums and the Forward Premium Puzzle∗ Juan M. Londono† Hao Zhou‡

Variance Risk Premiums and the Forward Premium Puzzle∗ Juan M. Londono† Hao Zhou‡

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Source URL: www.ckgsb.edu.cn

Language: English - Date: 2014-10-27 02:37:54
    7Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

    Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2015-04-03 13:10:06
    8Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

    Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

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    Source URL: federalreserve.gov

    Language: English - Date: 2015-04-03 13:10:06
    9Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

    Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

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    Source URL: www.bankofcanada.ca

    Language: English - Date: 2013-04-23 11:00:52
    10Finance 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

    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

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    Source URL: federalreserve.gov

    Language: English - Date: 2012-04-05 11:04:03