Up- and downside variance risk premia in global equity markets-Reference-Cited by-同舟云学术

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Up- and downside variance risk premia in global equity markets

Published:2020-09 Issue: Volume:118 Page:105875
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Held Matthias,Kapraun Julia,Omachel Marcel,Thimme Julian

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Real-time measurement of business conditions;Aruoba;J. Bus. Econ. Stat.,2009

2. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

3. Delta-hedged gains and the negative market volatility risk premium;Bakshi;Rev. Financ. Stud.,2003

4. Stock return characteristics, skew laws, and the differential pricing of individual equity options;Bakshi;Rev. Financ. Stud.,2003

5. Asset return dynamics under habits and bad environment–good environment fundamentals;Bekaert;J. Polit. Econ.,2017

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Global Determinants of International Equity Risk Premiums;Management Science;2023-11-07

2. Decomposed Higher-Moment Risk Premiums and Market Return Predictability;SSRN Electronic Journal;2020

3. Quantile Risk Premiums;SSRN Electronic Journal;2020

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