When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|69|1|101-137

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.69, Iss.1, 2014-02, pp. : 101-137

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Abstract