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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003395336
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The price of variance risk
Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - 2015
Persistent link: https://www.econbiz.de/10011283179
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
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Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar; Titman, Sheridan - 2013
Persistent link: https://www.econbiz.de/10010187032
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Asset pricing in the frequency domain : theory and empirics
Dew-Becker, Ian; Giglio, Stefano - 2013
Persistent link: https://www.econbiz.de/10010188572
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What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert; Hoerova, Marie - In: Journal of banking & finance 67 (2016), pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
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Asset pricing in the frequency domain : theory and empirics
Dew-Becker, Ian; Giglio, Stefano - In: The review of financial studies 29 (2016) 8, pp. 2029-2068
Persistent link: https://www.econbiz.de/10011578958
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The price of variance risk
Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - In: Journal of financial economics 123 (2017) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
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The time variation in risk appetite and uncertainty
Bekaert, Geert; Engstrom, Eric; Xu, Nancy R. - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
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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