What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Author(s): Fan, Jianqing; Imerman, Michael B; Dai, Wei
DownloadTo refer to this page use:
http://arks.princeton.edu/ark:/88435/pr15d6gFull metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Fan, Jianqing | en_US |
| dc.contributor.author | Imerman, Michael B | en_US |
| dc.contributor.author | Dai, Wei | en_US |
| dc.date.accessioned | 2018-07-20T15:09:18Z | - |
| dc.date.available | 2018-07-20T15:09:18Z | - |
| dc.date.issued | 2016-10 | en_US |
| dc.identifier.citation | Fan, Jianqing, Imerman, Michael B, Dai, Wei. (2016). What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?. Journal of Business & Economic Statistics, 34 (4), 519 - 535. doi:10.1080/07350015.2016.1152968 | en_US |
| dc.identifier.issn | 0735-0015 | en_US |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/pr15d6g | - |
| dc.format.extent | 519 - 535 | en_US |
| dc.relation.ispartof | Journal of Business & Economic Statistics | en_US |
| dc.title | What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? | en_US |
| dc.type | Journal Article | - |
| dc.identifier.doi | doi:10.1080/07350015.2016.1152968 | en_US |
| dc.date.eissued | 2016-09-15 | en_US |
| dc.identifier.eissn | 1537-2707 | en_US |
| pu.type.symplectic | http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article | en_US |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk.pdf | 935.19 kB | Adobe PDF | View/Download |
Items in OAR@Princeton are protected by copyright, with all rights reserved, unless otherwise indicated.