The international integration of the term structure of expected market risk premia
Gonzalo Rubio, Pedro Serrano, Antoni Vaello-Sebastià
| Year of publication: |
2023
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|---|---|
| Authors: | Rubio, Gonzalo ; Serrano, Pedro ; Vaello-Sebastià, Antoni |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 4, p. 1-9
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| Subject: | International integration | Option prices | Risk factor sensitivities | Risk-neutral variance | Term structure of expected risk premia | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Risiko | Risk | CAPM | Erwartungsbildung | Expectation formation | Optionspreistheorie | Option pricing theory | Marktintegration | Market integration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104678 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014633420