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University of Toronto - Rotman School of Management
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Leveraged ETF, ETF, Intraday volatility, Swap counterparties, market volatility, market microstructure
Asset Pricing, Productivity
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: caje.
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This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: jibs.
Time-varying term premia, mean reversion, GARCH-M
Term Structure, Time-Varying Term Premia, Industrial Production
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