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Systematic risk, hedging pressure, and risk premiums in futures markets
Bessembinder, Hendrik - In: The review of financial studies 5 (1992) 4, pp. 637-667
Persistent link: https://www.econbiz.de/10001137839
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General equilibrium pricing of options on the market portfolio with discontinuous returns
Naik, Vasanttilak - In: The review of financial studies 3 (1990) 4, pp. 493-521
Persistent link: https://www.econbiz.de/10001105893
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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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Financial innovation and information: the role of derivatives when a market for information exists
Massa, Massimo - In: The review of financial studies 15 (2002) 3, pp. 927-957
Persistent link: https://www.econbiz.de/10001688879
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Estimating the price of default risk
Duffee, Gregory R. - In: The review of financial studies 12 (1999) 1, pp. 197-226
Persistent link: https://www.econbiz.de/10001353481
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Evidence of risk premiums in foreign currency futures markets
McCurdy, Thomas H. - In: The review of financial studies 5 (1992) 1, pp. 65-83
Persistent link: https://www.econbiz.de/10001119826
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Residual risk, trading costs, and commodity futures risk premia
Hirshleifer, David - In: The review of financial studies 1 (1988) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10001106131
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A general equilibrium model of changing risk premia : theory and tests
Bossaerts, Peter L. - In: The review of financial studies 2 (1989) 4, pp. 467-493
Persistent link: https://www.econbiz.de/10001106407
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The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert - In: The review of financial studies 9 (1996) 2, pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
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Do long-term swings in the dollar affect estimates of the risk premia?
Evans, Martin D. D. - In: The review of financial studies 8 (1995) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10001188917