Canada
Bishop’s University - Williams School of Business
Options, risk-neutral distribution, variance risk premium, return predictability, predictive regressions, international stock market returns, generalized riskiness, higher-order moments, skewness
Options, risk-neutral distribution, variance risk premium, return predictability, predictive regressions, international stock market returns, Foster-Hart riskiness, higher-order moments,
ross recovery; risk-neutral; volatility; forecast; options; international
pricing kernel; Ross recovery; risk-neutral; options
financial markets cointegration, financial integration, option-implied distribution