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Sylvia Sarantopoulou-Chiourea

University of Piraeus

Karaoli and Dimitriou 80

80 KARAOLI & DIMITRIOU STREET

Piraeus, Attiki 18534

Greece

  • University of Piraeus

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Scholarly Papers (1)

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

Number of pages: 57 Posted: 17 May 2017 Last Revised: 10 Jan 2018
Renato Faccini, Eirini Konstantinidi, George S. Skiadopoulos, George S. Skiadopoulos and Sylvia Sarantopoulou-Chiourea
Danmarks Nationalbank, The University of Manchester - Manchester Business School, University of Piraeus - Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance and University of Piraeus
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Citation 15

Abstract:

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Option prices, Risk aversion, Risk-neutral moments, Real Economic Activity, Production economy model