A New Predictor of U.S. Real Economic Activity: The S&P...

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A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion

Faccini, Renato, Konstantinidi, Eirini, Skiadopoulos, George, Sarantopoulou-Chiourea, Sylvia
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Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.2018.3049
Date:
September, 2018
File:
PDF, 510 KB
english, 2018
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