Open AccessThe Variance Risk Premium Around the World
Author(s) -
Juan M. Londoño
Publication year - 2011
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2011.1035
Subject(s) - stylized fact , variance risk premium , variance (accounting) , econometrics , economics , risk premium , equity (law) , equity premium puzzle , financial economics , volatility risk premium , volatility (finance) , macroeconomics , stochastic volatility , accounting , political science , law