Risk premium, variance premium and the maturity structure of uncertainty
Year of publication: |
2011-11
|
---|---|
Authors: | Feunou, Bruno ; Jean-Sébastien ; Taamouti, Abderrahim ; Tédongap, Roméo |
Institutions: | Departamento de Economía, Universidad Carlos III de Madrid |
Subject: | Equity premium | Bond premium | Variance premium | Term structure | Variance | Skewness | Kurtosis | Long-run risks |
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