Author:
Ornelas José Renato Haas,Mauad Roberto Baltieri
Subject
Business and International Management
Reference25 articles.
1. Stock return predictability and variance risk premia: statistical inference and international evidence;Bollerslev;Journal of Financial and Quantitative Analysis,2014
2. Expected stock returns and variance risk premia;Bollerslev;Review of Financial Studies,2009
3. Practical applications of the VIX futures basis: determinants and implications;Buetow;Practical Applications,2016
4. Do peso problems explain the returns to the carry trade?;Burnside;Review of Financial Studies,2011
5. Do financial market variables show indicator properties relative to exchange rate returns?;Castrén;Review of World Economics,2006
Cited by
11 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