Media type: E-Article Title: Variance premium and implied volatility in a low-liquidity option market Contributor: Astorino, Eduardo Sanchez [Author]; Chague, Fernando [Author]; Giovannetti, Bruno [Author]; Silva, Marcos Eugênio da [Author] Published: Jan-Mar 2017 Published in: Revista brasileira de economia ; 71(2017), 1 vom: Jan./März, Seite 3-28 Language: English DOI: 10.5935/0034-7140.20170001 Identifier: Keywords: Volatility Index ; Predictability ; Risk Aversion ; Equity Variance Premium ; Aufsatz in Zeitschrift Origination: Footnote: Zusammenfassung in portugiesischer Sprache Access State: Open Access