Cross-sectional uncertainty and the business cycle : evidence from 40 years of options data
Year of publication: |
September 2020
|
---|---|
Authors: | Dew-Becker, Ian ; Giglio, Stefano |
Publisher: |
Cambridge, MA : National Bureau of Economic Research |
Subject: | Aktienoption | Stock option | Risiko | Risk | Konjunktur | Business cycle | 1980- |
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