Volatility swap

Results: 87



#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
3This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2012-11-21 09:27:55
4/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
5sfi:practitioner roundups Academic Insights on Finance Matters for the General Public Summer 2016

sfi:practitioner roundups Academic Insights on Finance Matters for the General Public Summer 2016

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Source URL: www.swissfinanceinstitute.ch

Language: English - Date: 2016-06-15 04:03:08
6An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

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

Language: English - Date: 2010-11-16 03:17:42
7How crashes develop: intradaily volatility and crash evolution David S. Bates University of Iowa and the National Bureau of Economic Research May 28, 2015

How crashes develop: intradaily volatility and crash evolution David S. Bates University of Iowa and the National Bureau of Economic Research May 28, 2015

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

Language: English - Date: 2015-05-28 08:34:28
8Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso

Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso

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

Language: English - Date: 2011-01-28 05:36:55
9CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2009-07-06 16:20:34
10International Review of Financial Analysis–29 Contents lists available at SciVerse ScienceDirect International Review of Financial Analysis

International Review of Financial Analysis–29 Contents lists available at SciVerse ScienceDirect International Review of Financial Analysis

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2012-07-04 15:45:12