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    • The joint cross-sectional variation of equity returns and volatilities 

      González Urteaga, Ana Upna; Rubio, Gonzalo (Elsevier, 2017)   Artículo / Artikulua  OpenAccess
      This paper analyzes the determinants of the simultaneous cross-sectional variation of return and volatility risk premia. Independently of the model specification employed, the estimated risk premium associated with the ...