Oil Volatility Risk and Expected Stock Returns
Year of publication: |
2014-12-02
|
---|---|
Authors: | Christoffersen, Peter ; Xuhui (Nick) Pan |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | option-implied volatility | oil prices | volatility risk | cross-section | factor-mimicking portfolios | financial intermediaries |
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