Variance premium, downside risk and expected stock returns
Year of publication: |
2017
|
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Authors: | Feunou, Bruno ; Aliouchkin, Ricardo Lopez ; Tédongap, Roméo ; Xu, Lai |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Asset pricing | Financial markets |
Series: | Bank of Canada Staff Working Paper ; 2017-58 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2017-58 [DOI] 1011036916 [GVK] hdl:10419/197831 [Handle] RePEc:bca:bocawp:17-58 [RePEc] |
Classification: | G12 - Asset Pricing |
Source: |
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