Volatility Risk Premia in the G9 Currencies
Year of publication: |
2016
|
---|---|
Authors: | Bolmatis, Athanasios |
Other Persons: | Leontsinis, Stamatis (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Welt | World | Schätzung | Estimation | US-Dollar | US dollar |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 13, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2779512 [DOI] |
Classification: | C5 - Econometric Modeling ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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