Πλοήγηση ανά Συγγραφέα "Fassas A.P., Papadamou S."
Αποτελέσματα 1-2 από 2
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Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
(2018)This paper examines the role of unconventional monetary policy announcements on risk aversion–as proxied by the variance premium–by using panel data analysis. The objective of this empirical analysis is to investigate the ... -
Variance risk premium and equity returns
(2018)This study contributes to the age-old question of whether stock market returns are predictable by investigating the relationship of variance risk premium and equity returns. The volatilities derived from options prices ...