## Abstract The negative volatility risk premium is understood as a result for a hedging demand against market declines. Although this negative volatility risk premium is observed in most index options markets, there are some doubts about its presence in the KOSPI 200 index options market. The majo
β¦ LIBER β¦
Is Volatility Risk for the British Pound Priced in U.S. Options Markets?
β Scribed by Ghulam Sarwar
- Book ID
- 109178167
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 817 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0732-8516
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