Chakrabarti, Prasenjit.; Shankar, R. L.; Kumar, K Kiran.
(Presented at the 27th Annual Conference of the Multinational Finance Society 2020. Poland, 2020-06-28)
In this paper, we study whether investors demand the systematic component of the
volatility risk (VRP Beta) in the options market. We explore the possible determinants of the
systematic component of the volatility risk. ...