Crashes, volatility, and the equity premium: Lessons from S&P 500 options

Review of Economics and Statistics

Volumn 92, Issue 2, 2010, Pages 435-451

  Santa Clara, Pedro ^a,b   Yan, Shu ^c  

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77955153833     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/rest.2010.11549     Document Type: Article

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