Option-Implied Correlations and the Price of Correlation RiskJoost Driessen, Pascal J. Maenhout, Grigory Vilkov2013-01-01preprintSSRN Electronic Journal42 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 42 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1973An Intertemporal Capital Asset Pricing Model2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction2001Extreme Correlation of International Equity Markets2009Expected Stock Returns and Variance Risk Premia2002The jump-risk premia implicit in options: evidence from an integrated time-series study2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity OptionsCited by2008The Price of Market Volatility Risk