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Relative pricing and risk premia in equity volatility markets

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Bibliographic Details
Authors and Corporations: Van Tassel, Peter (Author)
Type of Resource: E-Book
Language: English
published:
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
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