Seminar
The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
Loriano Mancini (Swiss Finance Institute and EPFL)
June 25, 2013
Reference
Loriano Mancini (Swiss Finance Institute and EPFL), “The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis”, Séminaire Banque de France, June 25, 2013.
Research partnership
Macroeconomy (bdf)