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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
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The volatility risk premium embedded in currency options
Sin, Low B.; Zhang, Shaojun - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 803-832
Persistent link: https://www.econbiz.de/10003242811
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A yen is not a yen : TIBOR/LIBOR and the determinants of the Japan premium
Covrig, Vicentiu; Sin, Low B.; Melvin, Michael - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10001988624
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Moment risk premia and stock return predictability
Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100