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A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion

19-09-17 web.xrh 0 comment

A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion

Professor George Skiadopoulos was invited and presented  the paper “A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion” in the weekly seminar series of Sveriges Riksbank,

http://www.riksbank.se/en/The-Riksbank/Research/Seminars/2017/#m9

 

An earlier draft of the paper can be found at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2968821