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source:"econis"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"Engstrom, Eric"
~person:"Guerrieri, Luca"
~subject:"VIX"
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The variance risk premium in equilibrium models
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 1977-2014
Persistent link: https://www.econbiz.de/10014445759
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