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1
Asymmetric volatility and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
Saved in:
2
Demographic changes and asset prices
Maddaloni, Angela
-
2002
Persistent link: https://www.econbiz.de/10003780016
Saved in:
3
Can the consumption-free nonexpected utility model solve the risk premium puzzle? : an empirical study of the Japanese stock market
Kang, Myong-il
-
2010
puzzle in
Japan
, thereby suggesting that Japanese investors are less risk averse than US investors. However, a model … simple capital asset-pricing model in
Japan
. -- Risk premium puzzle ; nonexpected utility ; CAPM …
Persistent link: https://www.econbiz.de/10003981977
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4
The variance risk premium around the world
Londono, Juan M.
-
2011
Persistent link: https://www.econbiz.de/10009577335
Saved in:
5
Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly
- In:
Journal of East Asian economic integration
19
(
2015
)
3
,
pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
Saved in:
6
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009698092
Saved in:
7
Quantifying the variance risk premium in VIX options
Barnea, Amir
;
Hogan, Reed
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 143-148
Persistent link: https://www.econbiz.de/10009669616
Saved in:
8
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
9
Evaluating asset-market effects of unconventional monetary policy : a cross-country comparison
Rogers, John H.
;
Scotti, Chiara
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10010376932
Saved in:
10
Market variance risk premiums in
Japan
for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
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