Media type: E-Book Title: Variance risk premium components and international stock return predictability Contributor: Londono, Juan M. [VerfasserIn]; Xu, Nancy R. [VerfasserIn] imprint: [Washington, DC]: Board of Governors of the Federal Reserve System, 2019 Published in: International finance discussion papers ; 1247 Extent: 1 Online-Ressource (circa 75 Seiten); Illustrationen Language: English Keywords: Variance risk premium ; downside variance risk premium ; international stockmarkets ; asymmetric state variables ; stock return predictability ; Graue Literatur Origination: Footnote: Description: No abstract available Access State: Open Access