A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion
Year of publication: |
2015-03
|
---|---|
Authors: | Sarantopoulou-Chiourea, Sylvia ; Skiadopoulos, George |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Option prices | Risk aversion | Risk-neutral moments | Real Economic Activity |
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