Risk premium, variance premium and the maturity structure of uncertainty Working Papers uri icon

authors

  • FEUNOU, BRUNO
  • FONTAINE, JEAN-SEBASTIÉN
  • TAAMOUTI, ABDERRAHIM
  • TÉDONGAP, ROMÉO

publication date

  • 2011

series title

  • Universidad Carlos III de Madrid. Departamento de Economía

series number

  • 11-44

subjects

  • Economics

keywords

  • equity premium; bond premium; variance premium; term structure; variance; skewness; kurtosis; long-run risks