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~isPartOf:"Journal of Risk and Financial Management"
~isPartOf:"Open Access publications from Université Paris-Dauphine"
~subject:"expected market risk premia"
~type_genre:"Article"
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The effects of the COVID-19 crisis on
risk
factors
and option-implied expected market risk premia: An international perspective
Nieto Domenech, Belen
;
Rubio, Gonzalo
- In:
Journal of Risk and Financial Management
15
(
2022
)
1
,
pp. 1-29
represents a unique opportunity to understand the performance of
risk
factors
during severe economic times across international …
Persistent link: https://www.econbiz.de/10013201317
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