Risk premia across asset markets: information from option prices
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References listed on IDEAS
- Prasanna Gai & Nicholas Vause, 2006. "Measuring Investors' Risk Appetite," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
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- Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016.
"The Response of Tail Risk Perceptions to Unconventional Monetary Policy,"
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More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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