Variance risk premium in a small open economy with volatile capital flows : the case of Korea
Year of publication: |
2020
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Authors: | Yun, Jaeho |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 65.2020, p. 105-125
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Subject: | Variance risk premium | Risk aversion | FAVAR | Global liquidity | Risikoprämie | Risk premium | Volatilität | Volatility | Südkorea | South Korea | Kapitalmobilität | Capital mobility | Kleine offene Volkswirtschaft | Small open economy | Geldpolitik | Monetary policy |
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