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Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
2
Response to price and production risk : the case of Australian wheat
Rambaldi, Alicia N.
;
Simmons, Phillip Ray
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001485221
Saved in:
3
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
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