The Fear Index

Known as: Fear index 
The Fear Index is a 2011 novel by British author Robert Harris. It is set in a period of roughly 24 hours from the 6 May 2010—the date of the British… (More)
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Topic mentions per year

Topic mentions per year

2011-2013
0120112013

Papers overview

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2014
2014
This paper uses the method developed by Bollerslev and Todorov (2011b) to estimate risk premia for extreme events for the US and… (More)
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2013
2013
This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the… (More)
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2012
2012
We propose a rank-dependent portfolio choice model in continuous time that captures the role in decision making of three emotions… (More)
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2012
2012
Why does the VIX and market return explain changes in credit spreads? Existing literature suggests these factors proxy for… (More)
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2011
2011
We provide a structural Bayesian equilibrium learning model that captures the interaction of the uncertainty about fundamentals… (More)
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