haku: @indexterm RISK MEASUREMENT / yhteensä: 141
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| Tekijä: | Jochum, C. |
| Otsikko: | Volatility spillovers and the price of risk: Evidence from the Swiss stock market. |
| Lehti: | Empirical Economics
1999 : MAY, VOL. 24:2, p. 303-322 |
| Asiasana: | Stock markets Financial risk Risk measurement Switzerland Econometric models Filtering techniques |
| Kieli: | eng |
| Tiivistelmä: | The author investigates the behavior of the risk premium on the Swiss stock market. The risk premium consists of two components, which are estimated separately: the amount of volatility and the unit price of risk. |
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