Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness
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- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2009-06-10 (Business Economics)
- NEP-MST-2009-06-10 (Market Microstructure)
- NEP-UPT-2009-06-10 (Utility Models & Prospect Theory)
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