Variance swaps, non-normality and macroeconomic and financial risks

  1. Nieto, B.
  2. Novales, A.
  3. Rubio, G.
Journal:
Quarterly Review of Economics and Finance

ISSN: 1062-9769

Year of publication: 2014

Volume: 54

Issue: 2

Pages: 257-270

Type: Article

DOI: 10.1016/J.QREF.2013.12.002 GOOGLE SCHOLAR
Data source: Scopus