NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The VIX, the Variance Premium and Stock Market Volatility

Geert Bekaert, Marie Hoerova

NBER Working Paper No. 18995
Issued in April 2013

---- Acknowledgements -----

The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. Geert Bekaert acknowledges financial support from the NetSpar foundation.

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