4 Rue Albert Borschette
Luxembourg School of Finance
in Total Papers Downloads
Credit default swap spread, option-implied volatility, lead-lag relationship, price discovery, informed trading
Art market, Alternative investments, Speculative bubbles, Explosive behavior
Financial Decision Making, Risk Aversion, Synergies, Culture, Takeovers
event study, policy announcement, subprime crisis
Option Markets, Overreaction, Rational Expectations, Mean Reversion, Volatility
Sovereign debt crisis, News announcements, Euro value, Euro crash risk
asset pricing, central moments, investor sentiment, option markets, risk aversion, skewness risk premium
credit default swaps, currency options, currency stability, European sovereign debt crisis, risk-neutral distribution
Sovereign debt crisis, systemic risk, contagion, bank bail-outs, financial regulation
Uncertainty, Volatility Risk Premium, Stock Market, Oil, Gold, Oil-relevant Industry, Market Segmentation
Time-varying Risk-aversion, Market Moments’ Risk Premia, Investor Sentiment Index, Intertemporal Capital Asset Pricing Model, Volatility Risk, Skewness Risk, Kurtosis Risk, Cross-Section of Expected Returns
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