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Chabi-Yo, Fousseni [Author]; Loudis, Johnathan [Author]

A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models

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[S.l.]: SSRN, [2021]
Neururer, Thaddeus [Author]

Variance Risk Premiums and Aging Firms

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[S.l.]: SSRN, 2023
Lyle, Matthew R. [Author]; Riedl, Eddie [Author]; Siano, Federico [Author]

Changes in Risk Factor Disclosures and the Variance Risk Premium

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[S.l.]: SSRN, [2022]
Heston, Steven L. [Author]; Todorov, Karamfil [Author]

Exploring the Variance Risk Premium Across Assets

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[S.l.]: SSRN, 2023
Lyle, Matthew R. [Author]

Accounting-Based Equity Valuation and Returns on Equity Volatility

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[S.l.]: SSRN, [2020]
Tee, Chyng Wen [Author] ; Ting, Christopher Hian Ann [Other]

Variance Risk Premiums of Commodity ETFs

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[S.l.]: SSRN, [2019]
Londono, Juan M. [Author]; Xu, Nancy R. [Author]

The global determinants of international equity risk premiums

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[Washington, DC]: Board of Governors of the Federal Reserve System, 2021

Published in: International finance discussion papers ; 1318
Londono, Juan M. [Author]; Xu, Nancy R. [Author]

The Global Determinants of International Equity Risk Premiums

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[S.l.]: SSRN, [2021]
Londono, Juan M. [Author]; Xu, Nancy R. [Author]

Variance risk premium components and international stock return predictability

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[Washington, DC]: Board of Governors of the Federal Reserve System, 2019

Published in: International finance discussion papers ; 1247
Ammann, Manuel [Author]; Mörke, Mathis [Author]

Credit variance risk premiums

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2023

Published in: European financial management ; 29(2023), 4 vom: Sept., Seite 1304-1335
Dörries, Julian [Author]; Korn, Olaf [Author]; Power, Gabriel J. [Author]

How should the long-term investor harvest variance risk premiums?

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https://www.cfr-cologne.de/download/workingpaper/cfr-23-06.pdf

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Cologne: Centre for Financial Research, [2023]

Published in: Centre for Financial Research: Working paper ; 2023,6
Dörries, Julian [Author]; Korn, Olaf [Author]; Power, Gabriel J. [Author]

How should the long-term investor harvest variance risk premiums?

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http://hdl.handle.net/10419/279557

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Cologne: University of Cologne, Centre for Financial Research (CFR), 2023
Dark, Jonathan [Author]; Gao, Xin [Author]; Heijden, Thijs van der [Author]; Nardari, Federico [Author]

Forecasting variance swap payoffs

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https://onlinelibrary.wiley.com/doi/pdfdirect/10.1002/fut.22371

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2022

Published in: The journal of futures markets ; 42(2022), 12 vom: Dez., Seite 2135-2164
Ammann, Manuel [Author]; Mörke, Mathis [Author]

Credit variance risk premiums - [This version: June 4, 2019]

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https://www.alexandria.unisg.ch/257210/1/19_08_Amman%20et%20al_CreditVarianceRiskPremiums.pdf

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St. Gallen: School of Finance, University of St. Gallen, June 4, 2019

Published in: Universität St. Gallen: Working papers on finance ; 2019,8
Chakrabarti, Prasenjit [Author]; Kotha, Kiran Kumar [Author]

Options order flow, volatility demand and variance risk premium

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2017

Published in: Multinational finance journal ; 21(2017), 2 vom: Juni, Seite 49-90
Konstantinidi, Eirini [Author]; Skiadopoulos, George [Author]

How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns

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http://hdl.handle.net/10419/114465

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Manchester: The University of Manchester, Manchester Business School, 2014
Konstantinidi, Eirini [Author]; Skiadopoulos, George [Author]

How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns

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http://hdl.handle.net/10419/122064

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London: Queen Mary University of London, School of Economics and Finance, 2014
Londono, Juan M. [Author]; Samadi, Mehrdad [Author]

The Price of Macroeconomic Uncertainty : Evidence from Daily Option Expirations

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https://ssrn.com/abstract=4412837

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[S.l.]: SSRN, [2023]
Londono, Juan M. [Author]; Samadi, Mehrdad [Author]

The price of macroeconomic uncertainty : evidence from daily options - [This version: June 2023]

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[Washington, DC]: Board of Governors of the Federal Reserve System, [2023]

Published in: International finance discussion papers ; 1376
Babiak, Mykola [Author]

Generalized Disappointment Aversion and the Variance Term Structure

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[S.l.]: SSRN, 2022

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