LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

A forecasting analysis of risk‐neutral equity and Treasury volatilities

Photo by brunocervera from unsplash

The authors acknowledge financial support from the Ministry of Economics and Competitiveness through grant ECO2015‐67035‐P. In addition, Belen Nieto and Gonzalo Rubio acknowledge financial support from Generalitat Valencia grant Prometeo/2017/158… Click to show full abstract

The authors acknowledge financial support from the Ministry of Economics and Competitiveness through grant ECO2015‐67035‐P. In addition, Belen Nieto and Gonzalo Rubio acknowledge financial support from Generalitat Valencia grant Prometeo/2017/158 and the Bank of Spain, and Ana Gonzalez‐Urteaga from Ministry of Economics and Competitiveness through grant ECO2016‐77631‐R (AEI/FEDER.UE), and UPNA Research Grant for Young Researchers, Edition 2018.

Keywords: grant; economics; risk neutral; forecasting analysis; neutral equity; analysis risk

Journal Title: Journal of Forecasting
Year Published: 2019

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.