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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of financial economics"
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Search: subject:"Volatility risk"
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Volatility
12
Volatilität
12
Risikoprämie
11
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volatility risk premium
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
12
RePEc
2
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Date (oldest first)
1
Is there a bright side to the aggregate
volatility
risk
of the bank system? : a new perspective from corporate innovation quality in China
Ling, Aifan
;
Zhou, Jia
;
Lai, Shaojie
;
Xing, Kai
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 371-387
Persistent link: https://www.econbiz.de/10014513843
Saved in:
2
Measuring the time series of high-frequency risk attitude from
volatility
risk
premium : the case of emerging markets
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
8
,
pp. 2407-2422
Persistent link: https://www.econbiz.de/10013190370
Saved in:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
Aggregate
volatility
risk
and empirical factors : an international study
Lee, Woongki
;
Park, James L.
;
Sohn, Bumjean
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
5
,
pp. 1489-1513
Persistent link: https://www.econbiz.de/10012514895
Saved in:
5
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
6
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
7
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
8
Uncertainty and leveraged Lucas Trees: the cross section of equilibrium
volatility
risk
premia
Vedolin, Andrea
-
London School of Economics (LSE)
-
2012
Volatility
risk
premia compensate agents for holding assets whose payoffs correlate with times of high return variation …. This paper takes a structural approach to explain the cross-section of
volatility
risk
premia of stocks using a Lucas …
volatility
risk
premia from option and stock prices and document that in the time-series,
volatility
risk
premia of individual …
Persistent link: https://www.econbiz.de/10010745732
Saved in:
9
The cross-sectional variation of
volatility
risk
premia
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011589865
Saved in:
10
Analyzing
volatility
risk
and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
1
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