Volatility risk premia betas
Year of publication: |
[2016]
|
---|---|
Authors: | Gonález-Urteaga, Ana ; Rubio, Gonzalo |
Published in: |
Revista de economía aplicada : publicación cuatrimestral. - Zaragoza, ISSN 1133-455X, ZDB-ID 1197141-1. - Vol. 24.2016, 70, p. 111-145
|
Subject: | volatility risk premium | betas | conditional betas | macroeconomic indicators | Risikoprämie | Risk premium | Volatilität | Volatility | Betafaktor | Beta risk | CAPM |
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