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Schweizerische Nationalbank (SNB)Bern/Zürich, Switzerland
: +41 58 631 31 11
+41 58 631 39 11
Börsenstrasse 15, P. O. Box, CH - 8022 Zürich
RePEc:edi:snbgvch (more details at EDIRC)
Research outputJump to: Working papers
- Ammann, Manuel & Buesser, Ralf, 2013. "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance 1304, University of St. Gallen, School of Finance.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Ammann, Manuel & Buesser, Ralf, 2013.
"Variance Risk Premiums in Foreign Exchange Markets,"
Working Papers on Finance
1304, University of St. Gallen, School of Finance.
- Johannes Rauch & Carol Alexander, 2016. "Tail Risk Premia for Long-Term Equity Investors," Papers 1602.00865, arXiv.org.
- Gurdip Bakshi & Mario Cerrato & John Crosby, 2016. "Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies," Working Papers 2017_01, Business School - Economics, University of Glasgow.
- Carol Alexander & Johannes Rauch, 2016. "Model-Free Discretisation-Invariant Swap Contracts," Papers 1602.00235, arXiv.org, revised Apr 2016.
More informationResearch fields, statistics, top rankings, if available.
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