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When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

AuthorF. Trojani, A. Buraschi and A. Vedolin
JournalJournal of Finance
Date1 jan. 2014
CatégorieAcademic Publications
Volumevol. 69 (1), pp 101–137

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