Hoyong Choi

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 26,625

SSRN RANKINGS

Top 26,625

in Total Papers Downloads

1,396

CITATIONS

0

Scholarly Papers (2)

1.

Bond Variance Risk Premiums

Number of pages: 58 Posted: 02 Jan 2012 Last Revised: 23 Nov 2016
Hoyong Choi, Philippe Mueller and Andrea Vedolin
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), London School of Economics & Political Science (LSE) - Department of Finance and Boston University - Department of Finance & Economics
Downloads 822 (12,329)

Abstract:

Variance risk premium, Treasury implied volatility, Treasury variance swap

2.

Information in (and not in) Treasury Options

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 60 Posted: 16 Dec 2015 Last Revised: 24 Feb 2017
Hoyong Choi
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (159,831)

Abstract: