Investor and Central Bank Uncertainty and Fear Measures Embedded in Index OptionsAlexander David, Pietro Veronesi
NBER Working Paper No. 16764 ---- Acknowledgements ----- We thank seminar participants at Duke, UNC Chapel Hill, Penn State, and the American Economic Association for their helpful comments. David thanks the SSHRC for a research grant The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. |
National Bureau of Economic Research, 1050 Massachusetts Ave.,
Cambridge, MA 02138; 617-868-3900; email: info@nber.org
Contact Us
Contact Us
People
James Poterba, presidentJames Poterba is President of the National Bureau of Economic Research. He is also the Mitsui Professor of Economics at M.I.T. |
NBER ResearchersResearchers by NBER ProgramComplete NBER Research Family List |
 |
Other People LinksStaffBoard of Directors |
Close