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Search: subject:"volatility risk premium"
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Risiko
Risikoprämie
52
Volatilität
52
Risk premium
50
Volatility
50
Volatility risk premium
45
volatility risk premium
21
Estimation
19
Option trading
19
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Volatility Risk Premium
10
Börsenkurs
9
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Implied volatility
8
Theorie
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Risk
7
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Time series analysis
7
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Aktienmarkt
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stochastic volatility
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Yi, Zhen
2
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2
Zhu, Chao
2
Bams, Dennis
1
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1
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1
Fan, Jianqing
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1
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Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
7
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1
Measuring the time series of high-frequency risk attitude from
volatility
risk
premium
: the case of emerging markets
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2407-2422
Persistent link: https://www.econbiz.de/10013190370
Saved in:
2
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
3
The high frequency risk attitude implied by the
volatility
risk
premium
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170635
Saved in:
4
Seasonality in perceived risk : a sentiment effect
Kaplanski, Guy
;
Levy, Haim
- In:
The quarterly journal of finance
7
(
2017
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011646576
Saved in:
5
What does the
volatility
risk
premium
say about liquidity provision and demand for hedging tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
Saved in:
6
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis
;
Blanchard, Gildas
;
Honarvar, Iman
; …
-
2015
Persistent link: https://www.econbiz.de/10011547101
Saved in:
7
Volatility
risk
premium
decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
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