Global Variance Term Premia and Intermediary Risk Appetite

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Global Variance Term Premia and Intermediary Risk Appetite

Peter Van Tassel and Erik Vogt
Staff Reports, Number 789, August 2016

Author Disclosure Statement

Peter Van Tassel

I, Peter Van Tassel, have no relevant or material financial interests that relate to the research described in this paper.

Erik Vogt

I, Erik Vogt, declare that I have no relevant or material financial interests that relate to the research described in this paper.

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