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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003328114
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The VIX, the Variance Premium and Stock Market Volatility
Bekaert, Geert; Hoerova, Marie - 2014
Persistent link: https://www.econbiz.de/10010382050
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Risk, uncertainty, and asset prices
Bekaert, Geert (contributor); Engstrom, Eric (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003297329
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Risk, uncertainty, and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2005
Persistent link: https://www.econbiz.de/10003173122
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The variance risk premium in equilibrium models
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - 2020
Persistent link: https://www.econbiz.de/10012232680