Forward-Looking Variance Index
The paper suggests a forward-looking index to measure market variance, indicating a positive variance risk premium that significantly forecasts the equity risk premium.
Featured in No. 91 on 2 Apr 2025 · 4 days after release
- Released
- 29 Mar 2025
- First featured
- No. 91 · 2 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5197800
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