Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Diana Bonfim (Bank of Portugal and Católica Lisbon School of Business and Economics, Portugal)
Director, DGS and students
Adriana Robertson (University of Chicago Law School, United States)
Timo Strohmann (University of Münster, Germany)
Pierre Mabille (INSEAD, France)
Marvin Borsch (University of Cologne), Ertian Chen (University College London), Jing Kong (University of Southern California), Kieran Marray (Vrije Universiteit Amsterdam), Gyungbae Park (Brown University), Bernhard van der Sluis (Erasmus University Rotterdam) et al.
Fábio Bentz Maciel
Giovanni Mellace (University of Southern Denmark)
IMF Recruitment team
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Adair Morse (University of California at Berkeley, Haas School of Business, United States)
Anne Boring
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Johanna Ziegel (ETH Zurich, Switzerland)
Clara Martínez-Toledano (Imperial College London, United Kingdom)
Rasmus Lönn (Erasmus University Rotterdam)
Yacine Aït-Sahalia (Princeton University, United States)