wang hao

affiliation not provided to SSRN

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Citation 10

Credit Default Swap Spreads and Variance Risk Premia

FEDS Working Paper No. 2011-02
Number of pages: 43 Posted: 11 Nov 2011
Hao Zhou, wang hao and Zhou Yi
SUSTech Business School, affiliation not provided to SSRN and affiliation not provided to SSRN
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Citation 6

Abstract:

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Variance risk premia, credit default swap spreads, option-implied variance, expected variance, realized variance