Relative pricing and risk premia in equity volatility markets

Bibliographic Details

Authors and Corporations:	Van Tassel, Peter (Author)
Type of Resource:	E-Book
Language:	English
published:	New York, NY Federal Reserve Bank of New York [2018]
Series:	Federal Reserve Bank of New York: Staff reports ; no. 867 (September 2018)
Subjects:	variance swaps term structure variance risk premium VIX futures options return predictability Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen