Spillovers in Volatility Risk Premiums across US Equity Indices

Additional Metadata
Keywords	MFIV; spillovers; VRP; OTM Calls; OTM Puts; forecast error variance decomposition; regularized VAR
Thesis Advisor	Opschoor, PA
Persistent URL	hdl.handle.net/2105/62823
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Nagwani, V. (2022, August 30). Spillovers in Volatility Risk Premiums across US Equity Indices. Econometrie. Retrieved from http://hdl.handle.net/2105/62823

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