Most volatility of risk premium related news are at:
Volatility trading within the limits of arbitrage? 26 Aug 2013 | 05:27 pm
Some market inefficiencies are not easily exploitable. Sometimes, large inefficiencies become popular enough that the activity of arbitrageurs makes them into small inefficiencies. And sometimes small...
The Good News About Correlation 19 Aug 2013 | 08:46 am
High implied correlation is a like an ongoing murmur of doubt about the ability of individual equities to trade on their own fundamentals. In “Two Themes to Watch in 2013” and “Three Reasons Equity Ca...
More volatility of risk premium related news:
The Effects of Market Volatility: Investor Risk Tolerance blog.cogentresearch.com 19 Apr 2012 | 11:30 pm
April marks our sweet 16th birthday, so what better time to reflect on the past – and future – of the the two audiences that ignited our syndicated business – Investor and Advisor Brandscape®. Throug...
Mastering the Currency Market: Forex Strategies for High and Low Volatility Markets iforexbot.com 13 Nov 2011 | 08:48 pm
Make Volatility and Risk Work for You with Forex Trading! “This book should be in every trader/investor’s library. As we come out of this depressed market . . . this book can be your companion, helpin...
Equity Risk Premium 2012 valuation-in-germany.blogspot.com 17 Sep 2012 | 04:50 pm
Aswath Damodaran, Stern School of Business, hat gezeigt, dass die implizite Berechnung der Marktrisikoprämie ein besserer Schätzer ist als andere Methoden. Eine weitere Erkenntnis ist, dass die Marktr...
It is not clear whether August 1992 , nominal lira single currency would necessarily occur plus a risk premium. turkce-klip.net 21 Dec 2012 | 07:02 am
rage, concern, , approval. Social Class Influences Friedman covers differences in wealth , social louder than the cries of. They supported government action as sensitive to is that they, the wide gene...
Risk Premiums Grow 10.2 Percent Annually lifebroker.com.au 16 Jul 2013 | 07:00 pm
For the year that ended 31 March, risk premiums increased 10.2 percent over the previous year’s results, growing from $10.6 billion to $11.7 billion, according to figures compiled by Plan for Life. R...
The Skew Risk Premium in the Equity Index Market rfs.oxfordjournals.org 10 Aug 2013 | 11:27 am
We develop a new method for measuring moment risk premiums. We find that the skew premium accounts for over 40% of the slope in the implied volatility curve in the S&P 500 market. Skew risk is tightly...
The Economist on the broken equity risk premium greenbackd.com 14 Aug 2013 | 08:29 pm
Low bond yields have in the past been bad, not good, for equity returns. See my earlier post on the Fed model “How predictive is the Fed model?“ Order Quantitative Value from Wiley Finance, Amazon, or...
Measuring risk with VIX and VXV marginalrevolution.com 27 Aug 2013 | 02:20 pm
Discussing Robert Hall’s latest (pdf), Paul Krugman asks for a measure which shows the evolution of the risk premium for the U.S. economy. Here is one possible candidate: Here is one discussion of t...
VXTYN Measures Volatility in U.S. Treasuries and Potential Spillover Effect vixandmore.blogspot.com 25 Jun 2013 | 11:24 pm
Recently I have been highlighting some non-traditional measures of volatility and risk in the financial markets, including VXEEM (CBOE Emerging Markets ETF Volatility Index); DXJ (WisdomTree Japan Hed...
A Long Term Look at the S&P 500 Volatility Risk Premium condoroptions.com 12 Aug 2013 | 07:21 pm
Some clients here and readers on Twitter asked for a long-term look at the relationship between the historical volatility of the S&P 500 and the implied volatility of SPX options. The chart below sho...
