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
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http://arks.princeton.edu/ark:/88435/pr15d6g| Publication Date: | Oct-2016 |
| Electronic Publication Date: | 15-Sep-2016 |
| 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 |
| DOI: | doi:10.1080/07350015.2016.1152968 |
| ISSN: | 0735-0015 |
| EISSN: | 1537-2707 |
| Pages: | 519 - 535 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | Journal of Business & Economic Statistics |
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