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When Unvertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
We provide novel evidence for an equilibrium link between investors' disagreement, the market price of volatility and correlation, and differential pricing of index and individual equity options. .Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| JOF6901 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | The American Finance Asosiation., |
|---|---|
| Edisi | - |
| Subjek | Equilibrium Volatility risk premia |
| ISBN/ISSN | 221082 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |