The Pricing of Short-Term market Risk: Evidence from Weekly Options
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下载链接：
https://www.nber.org/papers/w21491
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资源简介：
We study short-term market risks implied by weekly S&P 500 index options. The introduction of weekly options has dramatically shifted the maturity profile of traded options over the last five years, with a substantial proportion now having expiry within one week. Economically, this reflects a desire
提供机构：
美国国家经济研究局
创建时间：
2015-08-01
