Asymmetric Volatility Risk: Evidence from Options Markets
Grigory Vilkov (Frankfurt School of Finance and Management, Germany)
- TI Finance Research Seminars
Grigory Vilkov (Frankfurt School of Finance and Management, Germany)
Byoung-Hyoun Hwang (Cornell University, United States)
Itzhak Ben David (Ohio State University, United States)
Johan Hombert (HEC Paris, France)
Yacine Ait-Sahalia (Princeton University, United States)
Matthieu Bouvard (McGill University, Canada)
Stefano Giglio (University of Chicago, United States)
Thierry Foucault (Ecole des Hautes Etudes Commerciales. France)
Laurent Fresard (University of Maryland, United States)
Alex Edmans (London Business School, United Kingdom and University of Pennsylvania, United States)
Mariassunta Ginannetti (Stockholm School of Economics, Sweden)
Xavier Giroud (Massachusetts Institute of Technology, United States)
Raman Uppal (EDHEC Business School, France)
Ilan Cooper (BI Norwegian Business school, Norway)
Ralph Koijen (London Business School, United Kingdom)
Catherine Casamatta (Université de Toulouse, France)
Mike Burkart (Stockholm School of Economics, Sweden)
Tarun Ramadorai (University of Oxford, United Kingdom)
Kathy Yuan (London School of Economics, United Kingdom)
Joël Perress (INSEAD, France)