1 research outputs found
Credit Default Swap Spreads and Variance Risk Premia
- Author
- Alexander David
- Andrea Buraschi
- Antj Berndt
- Benjamin Zhang
- Charles Cao
- Collin-Dufresne
- Dragon Tang
- Edwin Elton
- Francis Longstaff
- Francis Longstaff
- George Jiang
- Haibin Zhu
- Hao Zhou
- Hao Zhou
- Harjoat Bhamra
- Hui Chen
- Itamar Drechsler
- Jan Ericsson
- Jan Ericsson
- Jing-Zhi Huang
- John Cox
- John Lintner
- John Y Campbell
- Long Chen
- Mark Britten-Jones
- Martijn Cremers
- Mitchell Petersen
- Ole Barndorff-Nielsen
- Peter Carr
- Peter Carr
- Philip Jones
- Pierre Collin-Dufresne
- Ravi Bansal
- Robert Merton
- Roberto Blanco
- Tim Bollerslev
- Torben G Andersen
- Torben G Andersen
- wang hao
- Zhou Yi
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study