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"Up- and Downside Variance Risk Premia in Global Equity Markets" accepted for publication

posted Jun 3, 2020, 5:57 AM by Julian Thimme
My paper Up- and Downside Variance Risk Premia in Global Equity Markets, joint work with Matthias Held, Julia Kapraun, and Marcel Omachel, was accepted for publication in the Journal of Banking and Finance. Moreover, the working paper Fuel is Pumping Premiums, joint with Robert Dittmar and Christian Schlag, has a new title. The new title is Non-substitutable Consumption Growth Risk. There will be new versions of this paper and the Elephants paper soon.
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