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 APA Style APA-ALL Style AAA 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). Spillovers in Volatility Risk Premiums across US Equity Indices. In Econometrie.http://hdl.handle.net/2105/62823

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