| Title | Other author(s) | |
|---|---|---|
Risk Premium, Variance Premium and the Maturity Structure of UncertaintyBank of Canada Working papers [View] (Paper: 2012-11, 04.04.2012) |
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A Stochastic Volatility Model with Conditional SkewnessBank of Canada Working papers [View] (Paper: 2011-20, 08.10.2011) |
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The Equity Premium and the Volatility Spread: The Role of Risk-Neutral SkewnessBank of Canada Working papers [View] (Paper: 2009-20, 11.06.2009) |