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Journal articles (2014), Review of Finance (ex European Finance Review), 18 (1), pp. 219-269

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Feunou Bruno, Fontaine Jean-Sébastien, Taamouti Abderrahim, Tédongap Roméo

Link to the article

FEUNOU, B., FONTAINE, J.S., TAAMOUTI, A. and TÉDONGAP, R. (2014). Risk Premium, Variance Premium and the Maturity Structure of Uncertainty. Review of Finance (ex European Finance Review), 18(1), pp. 219-269.