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What's vol got to do with it

Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008

Persistent link: https://www.econbiz.de/10003727636

What's vol got to do with it

Drechsler, Itamar; Yaron, Amir - 2010 - Current draft: December 2009

Persistent link: https://www.econbiz.de/10003971762

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

Fearing the Fed : how Wall Street reads main street

Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2019

Persistent link: https://www.econbiz.de/10012174214

The foreign exchange risk premium : real and nominal factors

Hollifield, Burton (contributor); Yaron, Amir (contributor) - 2001

We estimate the effects of conditional inflation moments on predictable returns available from currency speculation using an arbitrage based model to decompose the risk premium into conditional inflation, real risk, and their interactions. Using two different empirical methods to identify these...