A new predictor of U.S. real economic activity : the S&P 500 option implied risk aversion
Renato Faccini, Eirini Konstantinidi, George Skiadopoulos, Sylvia Sarantopoulou-Chiourea
| Year of publication: |
2019
|
|---|---|
| Authors: | Faccini, Renato ; Konstantinidi, Eirini ; Skiadopoulos, George ; Sarantopoulou-Chiourea, Sylvia |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 10, p. 4927-4949
|
| Subject: | option prices | risk aversion | real economic activity | prediction | production economy model | Risikoaversion | Risk aversion | USA | United States | Optionspreistheorie | Option pricing theory | Risiko | Risk | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2018.3049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012118146