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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Eraker, Bjorn"
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Eraker, Bjørn
15
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3
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1
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ECONIS (ZBW)
15
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1
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
2
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
3
The volatility premium
Eraker, Bjørn
- In:
The quarterly journal of finance
11
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
Saved in:
4
Explaining the negative returns to volatility claims : an equilibrium approach
Eraker, Bjørn
;
Wu, Yue
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 72-98
Persistent link: https://www.econbiz.de/10011751609
Saved in:
5
Durable goods, inflation risk, and equilibrium asset
Eraker, Bjørn
;
Shaliastovich, Ivan
;
Wang, Wenyu
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 193-231
Persistent link: https://www.econbiz.de/10011447572
Saved in:
6
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
7
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
Saved in:
8
Do investors overpay for stocks with lottery-like payoffs? : an examination of the returns of OTC stocks
Eraker, Bjørn
;
Ready, Mark J.
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 486-504
Persistent link: https://www.econbiz.de/10011347448
Saved in:
9
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
10
Affine general equilibrium models
Eraker, Bjørn
- In:
Management science : journal of the Institute for …
54
(
2008
)
12
,
pp. 2068-2080
Persistent link: https://www.econbiz.de/10003798158
Saved in:
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