ML-QuantSubscribe

SSRNDerivatives & Volatility

Volatility Risk Premiums in Swaption Market

The study investigates how unconventional monetary policies and pandemics affect volatility risk premiums in the USD interest rate swaption market from 2007 to 2022.

Featured in No. 39 on 6 Mar 2024 ·

Released
7 Nov 2023
First featured
No. 39 · 6 Mar 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
118
Identifier
SSRN 4744144

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page