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1. Pricing kernel monotonicity and term structure: Evidence from China. (2021). Jiao, Yuhan ; Guo, Shuxin ; Liu, Qiang.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302983.

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2. The Law of One Price in Equity Volatility Markets. (2020). Van Tassel, Peter.
   In: Staff Reports.
   RePEc:fip:fednsr:89214.

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3. What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Londono, Juan M. ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Revil, Thiago ; Zer, Ilknur ; Loria, Francesca.
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:1294.

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4. Dynamics of variance risk premium: Evidence from India. (2020). Lukose PJ, Jijo ; Ramachandran, Shankar ; Sankar, Ganesh.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:70:y:2020:i:c:p:321-334.

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5. Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan.
   In: Journal of Empirical Finance.
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6. Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

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7. The term structure of equity and variance risk premia. (2020). Ait-Sahalia, Yacine ; Karaman, Mustafa ; Mancini, Loriano.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:219:y:2020:i:2:p:204-230.

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8. The Term Structures of Loss and Gain Uncertainty. (2020). Feunou, Bruno ; Tedongap, Romeo ; Aliouchkin, Ricardo Lopez ; Xu, Lai.
   In: Staff Working Papers.
   RePEc:bca:bocawp:20-19.

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9. The term structure of systematic and idiosyncratic risk. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:39:y:2019:i:4:p:435-460.

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10. Credit Variance Risk Premiums. (2019). Moerke, Mathis ; Morke, Mathis ; Ammann, Manuel.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2019:08.

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11. Hedging Macroeconomic and Financial Uncertainty and Volatility. (2019). Giglio, Stefano ; Dew-Becker, Ian ; Kelly, Bryan T.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26323.

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12. Financial Market Risk Perceptions and the Macroeconomy. (2019). Pflueger, Carolin ; Siriwardane, Emil ; Sunderam, Adi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26290.

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13. Superstitious Investors. (2019). Wachter, Jessica ; Guo, Hongye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25603.

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14. Option Prices in a Model with Stochastic Disaster Risk. (2019). Seo, Sang Byung ; Wachter, Jessica A.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:8:p:3449-3469.

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15. Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

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16. Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off. (2018). Chernov, Mikhail ; Lochstoer, Lars A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25361.

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17. Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets. (2018). Mehra, Rajnish ; Wahal, Sunil ; Aragon, George O.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24575.

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18. Equity Volatility Term Premia. (2018). Van Tassel, Peter.
    In: Staff Reports.
    RePEc:fip:fednsr:867.

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19. An Intertemporal CAPM with stochastic volatility. (2018). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:69634.

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20. Term structures of asset prices and returns. (2018). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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21. Term Structure of Risk in Expected Returns. (2018). Zviadadze, Irina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13414.

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22. Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13365.

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23. Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan.
    In: Working Papers.
    RePEc:brd:wpaper:116r.

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24. Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T.
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    RePEc:aah:create:2018-09.

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25. Term Structure of Risk on Macrofinance Models. (2017). Zviadadze, Irina.
    In: 2017 Meeting Papers.
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26. Uncertainty Shocks as Second-Moment News Shocks. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:403.

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27. The Term Structure of the Price of Variance Risk. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne ; Wang, Yichuan.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1641.

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28. Global Variance Term Premia and Intermediary Risk Appetite. (2017). Van Tassel, Peter.
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    RePEc:red:sed017:149.

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29. Variance Risk Premia on Stocks and Bonds. (2017). Mueller, Philippe ; Sabtchevsky, Petar ; Whelan, Paul ; Vedolin, Andrea.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1161.

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30. Bond Variance Risk Premiums. (2017). Mueller, Philippe ; Choi, Hoyong ; Vedolin, Andrea.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:3:p:987-1022..

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31. Uncertainty Shocks as Second-Moment News Shocks. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23796.

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32. Short and Long Run Uncertainty. (2017). bloom, nicholas ; Barrero, Jose Maria ; Wright, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23676.

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33. The Term Structure of Systematic and Idiosyncratic Risk. (2017). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-618.

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34. Explaining the negative returns to volatility claims: An equilibrium approach. (2017). Wu, Yue ; Eraker, Bjorn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:1:p:72-98.

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35. Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Wang, Yudong ; Pettenuzzo, Davide.
    In: Working Papers.
    RePEc:brd:wpaper:116.

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36. Variance swap payoffs, risk premia and extreme market conditions. (2017). Violante, Francesco ; Stentoft, Lars.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-21.

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37. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
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38. Contractionary Volatility or Volatile Contractions?. (2016). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
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    RePEc:red:sed016:673.

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39. Higher-Order Effects in Asset-Pricing Models with Long-Run Risks. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole.
    In: 2016 Meeting Papers.
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40. Term Structures of Asset Prices and Returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
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41. Excess Volatility: Beyond Discount Rates. (2016). Giglio, Stefano ; Kelly, Bryan.
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42. Global variance term premia and intermediary risk appetite. (2016). Vogt, Erik ; Van Tassel, Peter.
    In: Staff Reports.
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43. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David K.
    In: Staff Reports.
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44. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
    In: CEPR Discussion Papers.
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45. Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
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46. The Term Structure of Returns: Facts and Theory. (2015). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, .
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47. The term structure of the price of variance risk. (2015). Schmalz, Martin ; Kahn, Robert ; Eisenbach, Thomas ; Andries, Marianne ; Wang, Yichuan.
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48. The Term Structure of Returns: Facts and Theory. (2015). van Binsbergen, Jules ; Koijen, Ralph.
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49. Option-implied term structures. (2014). Vogt, Erik.
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50. Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty. (2014). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
    In: Staff Reports.
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