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~isPartOf:"CREATES research paper"
~person:"Kjær, Mads Markvart"
~person:"Ludvigson, Sydney C."
~person:"Todorov, Viktor"
~type_genre:"Working Paper"
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Kjær, Mads Markvart
Ludvigson, Sydney C.
Todorov, Viktor
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
6
Bollerslev, Tim
5
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CREATES research paper
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ECONIS (ZBW)
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
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2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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2
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
3
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
4
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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