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~isPartOf:"Journal of financial economics"
~isPartOf:"NBER working paper series"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~person:"Bollerslev, Tim"
~person:"Wen, Quan"
~subject:"Leverage effect"
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Journal of financial economics
NBER working paper series
Nota di lavoro / Fondazione Eni Enrico Mattei
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The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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