The equity premium and the volatility spread: The role of risk-neutral skewness
Year of publication: |
2009
|
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Authors: | Feunou, Bruno ; Fontaine, Jean-Sébastien ; Tedongap, Roméo |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Finanzmarkt | Kapitalanlage | Kapitalertrag | Volatilität | Risikoprämie | Zinsstruktur | Theorie | Financial markets |
Series: | Bank of Canada Working Paper ; 2009-20 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2009-20 [DOI] 604001991 [GVK] hdl:10419/53817 [Handle] RePEc:bca:bocawp:09-20 [RePEc] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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