When uncertainty blows in the orchard : comovement and equilibrium volatility risk premia
Andrea Buraschi, Fabio Trojani and Andrea Vedolin
| Year of publication: |
2014
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|---|---|
| Authors: | Buraschi, Andrea ; Trojani, Fabio ; Vedolin, Andrea |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 1, p. 101-137
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| Subject: | two-tree Lucas economy | Aktienoption | Stock option | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Neoklassische Theorie | Neoclassical economics | 1996-2007 |
| 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/10010372428