Narrow search
Showing 1 - 5 of 5
Cover Image
Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
Cover Image
Local IPOs, local delistings, and the firm location premium
Baschieri, Giulia; Carosi, Andrea; Mengoli, Stefano - In: Journal of banking & finance 53 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011377701
Cover Image
Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - In: Journal of banking & finance 37 (2013) 10, pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Cover Image
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Cover Image
Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Zhou, Hao - In: Annual review of financial economics 10 (2018), pp. 481-497
Persistent link: https://www.econbiz.de/10011959905