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
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 recordAuthors
Konstantinidi, E; Skiadopoulos, GCollections
- Applied Economics [100]
