Variance swaps, non-normality and macroeconomic and financial risks
Belén Nieto; Alfonso Novales; Gonzalo Rubio
| Year of publication: |
2014
|
|---|---|
| Authors: | Nieto Domenech, Belen ; Novales, Alfonso ; Rubio, Gonzalo |
| 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. 54.2014, 2, p. 257-270
|
| Subject: | Variance risk premium | Non-normality | Economic risks | Hedging | Risikoprämie | Risk premium | Swap | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Derivat | Derivative | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010467548