Open AccessVariance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Author(s) -
Hao Zhou
Publication year - 2010
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2010.14
Subject(s) - predictability , variance risk premium , risk premium , econometrics , kurtosis , economics , equity premium puzzle , short rate , skewness , bond , variance (accounting) , equity (law) , financial economics , stochastic volatility , volatility risk premium , volatility (finance) , mathematics , statistics , yield curve , finance , political science , law , accounting