负溢价
- 网络Negative Premium
负溢价-
结果表明，负溢价现象的相对偏误程度与价值状况、到期时间正相关，与标的股票波动率负相关；
We find the biases are positively related to the moneyness and time to maturity , and negatively related to underlying stock 's volatility .
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麦金农的负风险溢价理论说明，在流动性陷阱的情况下，日本银行业很难赢利。
Rishi Goyal sand Ronald Mckinnon theory of negative risk premium shows that Japans banks are hard to make profit under the circumstances of liquidity trap .