Global Variance Risk Premium

Global Variance Risk Premium
Author :
Publisher :
Total Pages : 54
Release :
ISBN-10 : OCLC:1028613197
ISBN-13 :
Rating : 4/5 (97 Downloads)

Book Synopsis Global Variance Risk Premium by : Katja Novak

Download or read book Global Variance Risk Premium written by Katja Novak and published by . This book was released on 2017 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Global Variance Risk Premium Related Books

Global Variance Risk Premium
Language: en
Pages: 54
Authors: Katja Novak
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

Global Variance Risk Premium and Forex Return Predictability
Language: en
Pages: 54
Authors: Arash Aloosh
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

I use forward-looking information available in stock market volatility indices to predict forex returns. In particular, I find that equity variance risk premium
The Variance Risk Premium Around the World
Language: en
Pages:
Authors: Juan M. Londono
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Up- and Downside Variance Risk Premia in Global Equity Markets
Language: en
Pages: 24
Authors: Matthias Held
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Variance Risk Premium Components and International Stock Return Predictability
Language: en
Pages:
Authors: Juan M. Londono
Categories:
Type: BOOK - Published: 2019 - Publisher:

DOWNLOAD EBOOK