Open AccessVolatility, the Macroeconomy and Asset Prices
Author(s) -
Amir Yaron,
Dana Kiku,
Ivan Shaliastovich,
Ravi Bansal
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3677286
Subject(s) - volatility risk premium , economics , volatility (finance) , volatility smile , volatility swap , implied volatility , risk premium , monetary economics , volatility risk , stochastic volatility , forward volatility , financial economics , econometrics
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