<--- Back to Details
First PageDocument Content
Economy / Mathematical finance / Finance / Money / Stochastic volatility / Variance risk premium / Variance swap / VIX / Risk premium / Volatility / Equity premium puzzle / Implied volatility
Date: 2010-03-22 12:53:13
Economy
Mathematical finance
Finance
Money
Stochastic volatility
Variance risk premium
Variance swap
VIX
Risk premium
Volatility
Equity premium puzzle
Implied volatility

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

Add to Reading List

Source URL: www.federalreserve.gov

Download Document from Source Website

File Size: 318,91 KB

Share Document on Facebook

Similar Documents

M I S S I S S I P P I ’ S BU S I N E S S OCTOBER 2017 Monitoring the state’s economy

DocID: 1xVX2 - View Document

Guide on the fuel economy, CO2-Emissions and power consumption of all New Passenger Car Models, offered for Sale on the German Market

DocID: 1xVWZ - View Document

Cryptocurrencies / Blockchains / Computing / Alternative currencies / Concurrent computing / Distributed computing / Ethereum / Cross-platform software / Artis / Bitcoin / Smart contract / Cryptoeconomics

ARTIS Blockchain Economy Paper Draft v0.3 ARTIS Stop Paying, Start Living

DocID: 1xVVb - View Document

Economy / Technology / E-commerce / GSMA / Mobile banking / Mobile World Congress / Mobile /  Alabama / Business / Asia-Pacific Telecommunity band plan in the 700 MHz band

The Mobile Economy Asia Pacific 2013 The GSMA represents the interests of mobile operators worldwide. Spanning more than 220 countries, the GSMA unites nearly 800 of the world’s mobile

DocID: 1xVTV - View Document

Economy / Economics / Economy of Australia / Unemployment / Inflation / Aggregate demand

The Effect of the Mining Boom on the Australian Economy

DocID: 1xVSs - View Document