Dacheng Xiu - Central Bank Research Hub

Papers by year: All | 2014

Title Other author(s)

A Tale of Two Option Markets: Pricing Kernels and Volatility Risk

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-58, 14.08.2014)

JEL: G12, G13

Papers by year: All | 2014