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  • Search: subject:"Term structure of expected risk premia"
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CAPM 1 Erwartungsbildung 1 Expectation formation 1 International integration 1 Market integration 1 Marktintegration 1 Option prices 1 Option pricing theory 1 Optionspreistheorie 1 Risiko 1 Risikoprämie 1 Risk 1 Risk factor sensitivities 1 Risk premium 1 Risk-neutral variance 1 Term structure of expected risk premia 1 Yield curve 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Rubio, Gonzalo 1 Serrano, Pedro 1 Vaello-Sebastià, Antoni 1
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Finance research letters 1
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The international integration of the term structure of expected market risk premia
Rubio, Gonzalo; Serrano, Pedro; Vaello-Sebastià, Antoni - In: Finance research letters 58 (2023) 4, pp. 1-9
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