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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Bansal, Ravi"
~person:"Ghysels, Eric"
~subject:"Risikoprämie"
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Risikoprämie
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Bansal, Ravi
Ghysels, Eric
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
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