2013•SSRN Electronic JournalOpen access

What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?

Jianqing Fan, Michael B. Imerman, Wei Dai

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Key concepts: Volatility (finance), Risk premium, Volatility risk premium, Liquidity premium, Economics, Market liquidity, Liquidity risk, Financial risk management

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