Variance swaps, non-normality and macroeconomic and financial risks
Year of publication: |
2014
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Authors: | Nieto Domenech, Belen ; Novales, Alfonso ; Rubio, Gonzalo |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 2, p. 257-270
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Subject: | Variance risk premium | Non-normality | Economic risks | Hedging | Risikoprämie | Risk premium | Volatilität | Volatility | Swap | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Derivat | Derivative |
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