Pages that link to "Item:Q2224879"

The following pages link to The term structure of equity and variance risk premia (Q2224879):

Displaying 32 items.

• Interest rate risk premium and equity valuation (Q601065) (← links)
• The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
• Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Detecting stock market regimes from option prices (Q2157892) (← links)
• Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)
• The term structure of equity premia and the macroeconomy: some results (Q2158722) (← links)
• Editorial. Special issue of the Journal of Econometrics on ``Econometric estimation and testing: essays in honour of Maxwell King'' (Q2224878) (← links)
• Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
• Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922) (← links)
• Variance disparity and market frictions (Q2294445) (← links)
• The influence of shock signals on the change in volatility term structure (Q2324716) (← links)
• Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
• Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
• Modeling the variance risk premium of equity indices: the role of dependence and contagion (Q2813080) (← links)
• Movements in the Equity Premium: Evidence from a Time-Varying VAR (Q3574704) (← links)
• EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS (Q4233500) (← links)
• Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (Q4554096) (← links)
• Equilibrium Predictability, Term Structure of Equity Premia, and Other Return Characteristics (Q4554723) (← links)
• Corporate Fraction and the Equilibrium Term Structure of Equity Risk * (Q4554772) (← links)
• Bond Variance Risk Premiums* (Q4555670) (← links)
• Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412) (← links)
• TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (Q4662055) (← links)
• Stochastic equity volatility and the capital structure of the firm (Q4698070) (← links)
• VIX futures term structure and the expectations hypothesis (Q4991047) (← links)
• Informative option portfolios in filter design for option pricing models (Q5014228) (← links)
• Dark Matter in (Volatility and) Equity Option Risk Premiums (Q5060490) (← links)
• Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
• Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
• The Term Structure of Equity Risk Premia: Levered Noise and New Estimates (Q6048021) (← links)
• Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
• A novel term-structure-based Heston model for implied volatility surface (Q6590577) (← links)