Liquidity creation as volatility risk

Bibliographic Details

Authors and Corporations:	Drechsler, Itamar (Author), Moreira, Alan (Author), Savov, Alexi (Author)
Other Authors:	Moreira, Alan [Author] • Savov, Alexi [Author]
Type of Resource:	E-Book
Language:	English
published:	[Philadelphia, PA Rodney L. White Center for Financial Research] [2018]
Series:	Rodney L. White Center for Financial Research: Working papers ; 06, 18
Subjects:	Liquidity volatility reversals VIX variance premium Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen