Measuring the time series of high-frequency risk attitude from volatility risk premium : the case of emerging markets
Chao Zhu, Yuwei Zhang, and Zhen Yi
| Year of publication: |
2022
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| Authors: | Zhu, Chao ; Zhang, Yuwei ; Yi, Zhen |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 8, p. 2407-2422
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| Subject: | emerging markets | implied risk attitude | Volatility | volatility risk premium | Volatilität | Schwellenländer | Emerging economies | Risikoprämie | Risk premium | Risikopräferenz | Risk attitude | Risiko | Risk | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2021.1990752 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013190370