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Language: en
Pages: 51
Pages: 51
Type: BOOK - Published: 2012 - Publisher:
Language: en
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Pages: 58
Type: BOOK - Published: 2016 - Publisher:
This paper studies variance risk premiums in the Treasury market. We first develop a theory to price variance swaps and show that the realized variance can be p
Language: en
Pages: 48
Pages: 48
Type: BOOK - Published: 2003 - Publisher:
This paper investigates the sources of time-varying risk and risk premia for both the U.S. stock and bond markets. Although a growing literature has emerged tha
Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 2011-04 - Publisher: DIANE Publishing
Language: en
Pages:
Pages:
Type: BOOK - Published: 2015 - Publisher: