A general equilibrium approach to pricing volatility risk

• Jianlei Han,

  Roles Conceptualization, Data curation, Methodology, Writing – review & editing

  Affiliation Department of Applied Finance, Macquarie University, NSW, Australia

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• Martina Linnenluecke,

  Roles Conceptualization, Funding acquisition, Writing – original draft

  Affiliation Department of Applied Finance, Macquarie University, NSW, Australia

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• Zhangxin Liu,

  Roles Conceptualization, Formal analysis, Methodology, Writing – review & editing

  Affiliation UWA Business School, The University of Western Australia, Crawley, WA, Australia

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• Zheyao Pan,

  Roles Conceptualization, Data curation, Writing – review & editing

  Affiliation Department of Applied Finance, Macquarie University, NSW, Australia

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• Tom Smith

  Roles Conceptualization, Funding acquisition, Methodology, Supervision, Writing – original draft

  * E-mail: tom.smith@mq.edu.au

  Affiliation Department of Applied Finance, Macquarie University, NSW, Australia

  http://orcid.org/0000-0002-1881-9570

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