Browse "College of Business(경영대학)" by Subject Volatility risk premium
Showing results 2 to 4 of 4
| Implied risk aversion and volatility risk premiums Yoon, SunJoong; Byun, Suk Joon, APPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01 |
| The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads* Park, Yuen-Jung; Kim, Tong-Suk, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.4, pp.491 - 516, 2012-08 |
| Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps Byun, Suk Joon; Chang, Ki Cheon, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.40, pp.88 - 102, 2015-07 |
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