The volatility index and volatility risk premium in China
Tian Yue, Xinfeng Ruan, Sebastian Gehricke, Jin E. Zhang
| Year of publication: |
2023
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| Authors: | Yue, Tian ; Ruan, Xinfeng ; Gehricke, Sebastian ; Zhang, Jin E. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 40-55
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| Subject: | China | Emerging option market | ETF Options | Model-free Volatility Index | Volatility Risk Premium | Volatilität | Volatility | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Indexderivat | Index derivative | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014461535