| Title | Other author(s) | |
|---|---|---|
Forecasting Inflation and the Inflation Risk Premiums Using Nominal YieldsBank of Canada Working papers [View] (Paper: 2012-37, 15.11.2012) |
||
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option ValuationBank of Canada Working papers [View] (Paper: 2012-34, 08.10.2012) |
||
Risk Premium, Variance Premium and the Maturity Structure of UncertaintyBank of Canada Working papers [View] (Paper: 2012-11, 04.04.2012) |
||
A Stochastic Volatility Model with Conditional SkewnessBank of Canada Working papers [View] (Paper: 2011-20, 08.10.2011) |
||
The Equity Premium and the Volatility Spread: The Role of Risk-Neutral SkewnessBank of Canada Working papers [View] (Paper: 2009-20, 11.06.2009) |
