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題名 Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market
作者 顏佑銘
Yen, Yu-Min
貢獻者 國貿系
關鍵詞 Implied dividend ; Risk neutral kurtosis ; Risk neutral skewness ; Variance risk premium
日期 2019-07
上傳時間 27-Apr-2020 16:01:43 (UTC+8)
摘要 Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market
關聯 International Review of Economics and Finance, Vol.62, pp.240-266
資料類型 article
DOI https://doi.org/10.1016/j.iref.2019.03.008
dc.contributor 國貿系
dc.creator (作者) 顏佑銘
dc.creator (作者) Yen, Yu-Min
dc.date (日期) 2019-07
dc.date.accessioned 27-Apr-2020 16:01:43 (UTC+8)-
dc.date.available 27-Apr-2020 16:01:43 (UTC+8)-
dc.date.issued (上傳時間) 27-Apr-2020 16:01:43 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/129513-
dc.description.abstract (摘要) Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market
dc.format.extent 4494133 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) International Review of Economics and Finance, Vol.62, pp.240-266
dc.subject (關鍵詞) Implied dividend ; Risk neutral kurtosis ; Risk neutral skewness ; Variance risk premium
dc.title (題名) Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1016/j.iref.2019.03.008
dc.doi.uri (DOI) https://doi.org/10.1016/j.iref.2019.03.008