Similar Search Results

Eastern Cape: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946508

Free State: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946510

Gauteng: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946511

KwaZulu-Natal: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946512

Mpumalanga: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946514

North West: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946516

Northern Cape: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946517

Northern Province: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946518

Western Cape: statistical macroeconomic review

Meintjes, C. J.; Rousseau, B. G.; Viljoen, D. J. - 1995

Persistent link: https://www.econbiz.de/10000946519

How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns

Konstantinidi, Eirini; Skiadopoulos, George - 2014

We explore whether the market variance risk premium (VRP) can be predicted. First, we propose a novel approach to measure VRP which distinguishes the investment horizon from the variance swap's maturity. We extract VRP from actual rather than synthetic S&P 500 variance swap quotes, thus avoiding...

Persistent link: https://www.econbiz.de/10010472838