Volatility Risk Pass-Through
Posted: 1 Oct 2018 Last revised: 29 Apr 2021
There are 4 versions of this paper
Volatility Risk Pass-Through
Number of pages: 66
Posted: 27 Nov 2015
Last Revised: 18 Oct 2021
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735
Volatility Risk Pass-Through
NBER Working Paper No. w25276
Number of pages: 51
Posted: 19 Nov 2018
Last Revised: 26 Jul 2023
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96
Volatility Risk Pass-Through
CEPR Discussion Paper No. DP13325
Number of pages: 53
Posted: 19 Nov 2018
Date Written: October 1, 2018
Abstract
PLEASE REFER TO:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2695343
Keywords: Volatility, International Risk Sharing, Exchange Rate
JEL Classification: F30
Suggested Citation: Suggested Citation
Colacito, Riccardo and Croce, Mariano Massimiliano and Liu, Yang and Shaliastovich, Ivan, Volatility Risk Pass-Through (October 1, 2018). Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, Available at SSRN: https://ssrn.com/abstract=3258312 or http://dx.doi.org/10.2139/ssrn.3258312
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