Variance risk premium components and international stock return predictability
Juan M. Londono and Nancy R. Xu
| Year of publication: |
2019
|
|---|---|
| Authors: | Londono, Juan M. ; Xu, Nancy R. |
| Publisher: |
[Washington, DC] : Board of Governors of the Federal Reserve System |
| Subject: | Variance risk premium | downside variance risk premium | international stockmarkets | asymmetric state variables | stock return predictability | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Japan | Großbritannien | United Kingdom |
freely available
| Extent: | 1 Online-Ressource (circa 75 Seiten) Illustrationen |
|---|---|
| Series: | International finance discussion papers. - Washington, DC : [Verlag nicht ermittelbar], ISSN 2767-4509, ZDB-ID 2572734-5. - Vol. number1247 (April 2019) FRB International Finance Discussion Paper ; No. 1247 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Classification: | F36 - Financial Aspects of Economic Integration ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012004721