CBOE

Öffnen

Metadata

Zusammenfassung

Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors

Forschungsbereich

Financial Markets
Systemic Risk Lab

Schlagworte

asset pricing, epstein-zin preferences, jump risk, stochastic volatility, level and slope of implied volatility smile, monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures, bubbles, option prices, sentiment, valuation ratios, volatility

JEL-Klassifizierung

G12, G10, E44, G14

Working Paper Referenzen

Level and Slope of Volatility Smiles in Long-Run Risk Models
The FOMC Risk Shift
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment

Thema

Fiscal Stability
Saving and Borrowing
Consumption

Publikationstyp

Research Data

Link zur Publikation

https://fif.hebis.de/xmlui/handle/123456789/1363

Collections