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    How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 
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    • How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns
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    • Applied Economics
    • How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns
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    How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns

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    Published version
    Embargoed until: 2100-01-01
    Volume
    62
    Pagination
    62 - 75
    DOI
    10.1016/j.jbankfin.2015.10.006
    Journal
    JOURNAL OF BANKING & FINANCE
    ISSN
    0378-4266
    Metadata
    Show full item record
    Authors
    Konstantinidi, E; Skiadopoulos, G
    URI
    http://qmro.qmul.ac.uk/xmlui/handle/123456789/14794
    Collections
    • Applied Economics [100]
    Licence information
    © 2016 Elsevier
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