Results 301 to 310 of about 441,620 (312)

VIX forecasting and variance risk premium: A new GARCH approach

North American Journal of Economics and Finance, 2015
Qiang Liu, Shuxin Guo, Gaoxiu Qiao
exaly  

Variance risk premiums and the forward premium puzzle

Journal of Financial Economics, 2017
Hao Zhou
exaly  

Is the ex ante risk premium always positive?

Journal of Financial Economics, 1993
Jacob Boudoukh, Matthew Richardson
exaly  

Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure

Management Science, 1997
Jacob Boudoukh, Matthew Richardson
exaly  

Risk Premiums

2008
openaire   +1 more source

Variance risk premium and equity returns

Research in International Business and Finance, 2018
Athanasios P Fassas, Stephanos Τ Papadamou   +1 more
exaly  

Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles

Insurance: Mathematics and Economics, 2013
exaly  

The risk premium and the effects of risk on agents utility

Research in Economics, 2011
Mario Menegatti
exaly  

The risk premium

1999
openaire   +1 more source

Can currency risk be a source of risk premium in explaining forward premium puzzle?

Journal of International Financial Markets, Institutions and Money, 2003
exaly