CBOE

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Abstract
Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors
Research Area
Financial Markets
Systemic Risk Lab
Keywords
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 Classification
G12, G10, E44, G14
Working Paper References
Topic
Fiscal Stability
Saving and Borrowing
Consumption
Publication Type
Research Data
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Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International