Volatility Risk Pass-Through
Year of publication: |
2018
|
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Authors: | Colacito, Ric |
Other Persons: | Croce, Mariano (Max) Massimiliano (contributor) ; Liu, Yang (contributor) ; Shaliastovich, Ivan (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schock | Shock | Equity-Premium-Puzzle | Equity premium puzzle | Internationales Finanzsystem | International financial system |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 12, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2695343 [DOI] |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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