Listar Colecciones de Investigación y Producción Científica - Ikerketa eta ekoizpen zientifikoko Bildumak por tema "Macroeconomic indicators"
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Volatility risk premia betas
This paper analyzes the cross-sectional and time-series behavior of thevolatility risk premia betas at the portfolio level. These betas show a monotonic relation with respect to the magnitude of the volatility risk premium ...