Market Risk Premium Variance
A study shows that during recessions, both market risk premium and variance increase, but the risk premium is less reactive than conditional variance.
Featured in No. 90 on 26 Mar 2025 ·
- Released
- 27 Nov 2024
- First featured
- No. 90 · 26 Mar 2025
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5181851
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