Up- and downside variance risk premia in global equity markets

Matthias Held, Julia Kapraun, Marcel Omachel, Julian Thimme

Year of publication:	2020
Authors:	Held, Matthias ; Kapraun, Julia ; Omachel, Marcel ; Thimme, Julian
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 118.2020, p. 1-31
Subject:	International markets \| Semivariance \| Term structure \| Variance premium \| Risikoprämie \| Risk premium \| Theorie \| Theory \| Aktienindex \| Stock index \| Welt \| World \| Schätzung \| Estimation \| Börsenkurs \| Share price \| Kapitalmarktrendite \| Capital market returns \| Zinsstruktur \| Yield curve \| Streuungsmaß \| Measure of dispersion

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