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Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of Banking & Finance
37
(
2013
)
10
,
pp. 3733-3746
a cleaner systematic component than implied variance or
expected
variance
, (2) the cross-section of firms’ variance risk …
Persistent link: https://www.econbiz.de/10011065682
Saved in:
2
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
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