Up- and Downside Variance Risk Premia in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2511162 ◽

2014 ◽

Author(s):

Matthias Held ◽

Marcel Omachel

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Global Equity Markets ◽

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Up- and Downside Variance Risk Premia in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3189480 ◽

2018 ◽

Author(s):

Matthias Held ◽

Julia Kapraun ◽

Marcel Omachel ◽

Julian Thimme

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Global Equity Markets ◽

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Up- and downside variance risk premia in global equity markets

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2020.105875 ◽

2020 ◽

Vol 118 ◽

pp. 105875

Author(s):

Matthias Held ◽

Julia Kapraun ◽

Marcel Omachel ◽

Julian Thimme

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Global Equity Markets ◽

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Risk Premia to Political Uncertainty in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3266461 ◽

2018 ◽

Author(s):

Maximilian Sauer ◽

Marcel Tyrell

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Political Uncertainty ◽

Global Equity Markets

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Country and Sector Drive Low-Volatility Investing in Global Equity Markets

10.2469/dig.v44.n9.4 ◽

2014 ◽

Vol 44 (9) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Equity Markets ◽

Global Equity Markets

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Do Variance Risk Premia Predict Commodity Futures Returns? Evidence from the Crude Oil Market

SSRN Electronic Journal ◽

10.2139/ssrn.1844710 ◽

2011 ◽

Author(s):

Xuhui (Nick) Pan ◽

Sang Baum Kang

Keyword(s):

Crude Oil ◽

Risk Premia ◽

Commodity Futures ◽

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Firm Characteristics and Common Factors in the Variance Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2649998 ◽

2015 ◽

Author(s):

Lei Lian

Keyword(s):

Common Factors ◽

Risk Premia ◽

Firm Characteristics ◽

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Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.314508 ◽

2002 ◽

Author(s):

Gregory Koutmos ◽

Johan Anders Knif ◽

George C. Philippatos

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Dynamic Risk ◽

European Equity

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Monetary Policy Shocks and Variance Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3300244 ◽

2018 ◽

Author(s):

Asad Dossani

Keyword(s):

Monetary Policy ◽

Risk Premia ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

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Multi-regime Forecasting Model for the Impact of COVID-19 Pandemic on Volatility in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3646520 ◽

2020 ◽

Author(s):

Nazli Sila Alan ◽

Robert F. Engle ◽

Ahmet K Karagozoglu

Keyword(s):

Equity Markets ◽

Forecasting Model ◽

Global Equity Markets ◽

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Understanding the Pricing of Currency Risk in Global Equity Markets

Journal of Multinational Financial Management ◽

10.1016/j.mulfin.2021.100727 ◽

2021 ◽

pp. 100727

Author(s):

G. Andrew Karolyi ◽

Ying Wu

Keyword(s):

Equity Markets ◽

Currency Risk ◽

Global Equity Markets

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