Volatility Puzzle

2022 ◽  
Author(s):  
Shuping Shi ◽  
Jun Yu
Keyword(s):  
Volatility Puzzle

scholarly journals Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach

2020 ◽  
Author(s):  
Svetlozar T. Rachev ◽  
Stoyan Veselinov Stoyanov ◽  
Stefan Mittnik ◽  
Frank J. Fabozzi ◽  
Abootaleb Shirvani
Keyword(s):  
Behavioral Finance ◽  
Asset Prices ◽  
Equity Premium ◽  
Equity Premium Puzzle ◽  
Volatility Puzzle ◽  
Premium Puzzle

scholarly journals The Long-Run Volatility Puzzle of the Real Exchange Rate

2004 ◽  
Author(s):  
Ricardo Hausmann ◽  
Ugo Panizza ◽  
Roberto Rigobon
Keyword(s):  
Exchange Rate ◽  
Real Exchange Rate ◽  
The Real ◽  
Long Run ◽  
Volatility Puzzle

The volatility puzzle of the low-risk anomaly

2021 ◽  
Author(s):  
Pedro Barroso ◽  
Andrew L. Detzel ◽  
Paulo F. Maio
Keyword(s):  
Low Risk ◽  
Volatility Puzzle
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