Expected Market Returns: SVIX, Realized Volatility, and the Role of Dividends
In: Journal of Applied Econometrics, Forthcoming
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In: Journal of Applied Econometrics, Forthcoming
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In: Journal of economic dynamics & control, Band 36, Heft 12, S. 1845-1854
ISSN: 0165-1889
In: Journal of Banking and Finance, Forthcoming
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In: Review of Quantitative Finance and Accounting, forthcoming
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In: Economics letters, Band 122, Heft 3, S. 403-407
ISSN: 0165-1765
In: Economics Letters, Band 122, Heft 3
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In: Journal of Corporate Finance, Forthcoming
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In: Bank of Finland Research Discussion Paper No. 1/2018
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In: JFM-D-22-00092
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In: UNU-WIDER working paper 07/2013; 2013/069.
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In: World development: the multi-disciplinary international journal devoted to the study and promotion of world development, Band 69, S. 19-30