Risk Price Dynamics

Jaroslav Borovička, Lars Peter Hansen, Mark Hendricks, José A. Scheinkman

NBER Working Paper No. 15506
Issued in November 2009

---- Acknowledgments ----

This paper was originally presented as the Journal of Financial Econometrics Lecture at the June 2008 SoFiE conference. We gratefully acknowledge support by the National Science Foundation under Award Numbers SES0519372 (Borovicka, Hansen and Hendricks) and SES0718407 (Scheinkman) The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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