A New Predictor of US Real Economic Activity: The S&P 500 Option Implied Risk Aversion
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Volume
65
Pagination
4927 - 4949
DOI
10.1287/mnsc.2018.3049
Journal
MANAGEMENT SCIENCE
Issue
ISSN
0025-1909
Metadata
Show full item recordAuthors
Faccini, R; Konstantinidi, E; Skiadopoulos, G; Sarantopoulou-Chiourea, SCollections
- Economics and Finance [356]