Work

The Cross-Sectional Variation of Volatility Risk Premia

Year: 2014

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2015.09.009

Authors: Ana González-Urteaga, Gonzalo Rubio

Institutions: Universidad Pública de Navarra (UPNA), Universidad de Navarra, Universidad Cardenal Herrera CEU

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: Generalitat Valenciana, Universidad de Zaragoza

Award: G2013229271

OpenAlex ID: W2216040652

FWCI: 7.322

Cites: 43

Cited by: 51

Related to: 10