@TechReport{economics.dp.2012-51,
 author = {Lee, Bong Soo and Ryu, Doojin},
 title = {Stock Returns and Implied Volatility: A New VAR Approach},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2012},
 number = {2012-51},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2012-51}
}