Open AccessVolatility Risk Pass-Through
Author(s) -
Ric Colacito,
Mariano Massimiliano Croce,
Yang Liu,
Ivan Shaliastovich
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3258312
Subject(s) - volatility (finance) , financial economics , business , economics , monetary economics , econometrics , actuarial science
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