The Relationship between Financial Risk Premia and Macroeconomic Volatility : Issues and Perspectives on the Run-Up to the Turmoil
Year of publication: |
2011
|
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Authors: | Marzo, Massimiliano |
Other Persons: | Liu, Zhoushi (contributor) ; Zagaglia, Paolo (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Finanzkrise | Financial crisis | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Series: | Quaderni DSE Working Paper ; No. 732 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 8, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1780998 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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