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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - In: The review of financial studies 22 (2009) 11, pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: The review of financial studies 22 (2009) 12, pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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A long-run risks explanation of predictability puzzles in bond and currency markets
Bansal, Ravi; Shaliastovich, Ivan - In: The review of financial studies 26 (2013) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10009717761
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What's Vol got to do with it
Drechsler, Itamar; Yaron, Amir - In: The review of financial studies 24 (2011) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
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An exploration of the forward premium puzzle in currency markets
Bansal, Ravi - In: The review of financial studies 10 (1997) 2, pp. 369-403
Persistent link: https://www.econbiz.de/10001220578