Liquidity creation as volatility risk

Saved in:

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:

Subjects:

Liquidity

volatility

reversals

VIX

variance premium

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Rodney L. White Center for Financial Research: Working papers