The VIX, the variance premium and stock market volatility

Geert Bekaert; Marie Hoerova

Year of publication:	2014
Authors:	Bekaert, Geert ; Hoerova, Marie
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 183.2014, 2, p. 181-192
Subject:	Option implied volatility \| Realized volatility \| VIX \| Variance risk premium \| Risk aversion \| Stock return predictability \| Risk-return trade-off \| Economic uncertainty \| Financial instability \| Volatilität \| Volatility \| Risikoprämie \| Risk premium \| Prognoseverfahren \| Forecasting model \| Risiko \| Risk \| Börsenkurs \| Share price \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| Optionsgeschäft \| Option trading \| Risikoaversion

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