The Variance Risk Premium of Major Currencies and its Impact on Commodities: An Empirical Study

Additional Metadata
Keywords	asset pricing, commodities, variance risk premium, volatility risk premium
Thesis Advisor	Urquhart, Andrew, Koeter, Joren
Persistent URL	hdl.handle.net/2105/69080
Series	Finance & Investments
Organisation	Rotterdam School of Management
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	Meuser Bourgognion, Max. (2023). The Variance Risk Premium of Major Currencies and its Impact on Commodities: An Empirical Study. In Finance & Investments.http://hdl.handle.net/2105/69080

Publication