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isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The review of financial studies"
~subject:"Equity premium puzzle"
~subject:"Theorie"
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Equity premium puzzle
Theorie
Equity-Premium-Puzzle
17
Risikoprämie
11
Risk premium
11
Theory
10
CAPM
9
Capital income
5
Kapitaleinkommen
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Byun, Suk Joon
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
International review of economics & finance : IREF
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
31
NBER working paper series
24
NBER Working Paper
19
Discussion paper / Department of Business and Management Science
15
Handbook of the equity risk premium
13
Finance research letters
12
Discussion paper / Centre for Economic Policy Research
10
Journal of economic dynamics & control
10
Journal of financial economics
10
Journal of monetary economics
7
Economics letters
6
Ensaios econômicos
6
Finance and economics discussion series
6
Fisher College of Business working paper series
5
Journal of banking & finance
5
Journal of international money and finance
5
Research paper series / Swiss Finance Institute
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Working papers / Rodney L. White Center for Financial Research
5
Discussion papers / CEPR
4
Journal of money, credit and banking : JMCB
4
NHH Dept. of Business and Management Science Discussion Paper
4
Quantitative economics : QE ; journal of the Econometric Society
4
The Wharton School Research Paper
4
Working paper
4
Annals of financial economics
3
Applied financial economics
3
CESifo working papers
3
ERID working paper
3
Economic modelling
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Journal of political economy
3
Review of economic dynamics
3
Review of quantitative finance and accounting
3
The journal of finance : the journal of the American Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working papers in economics and statistics
3
American economic journal : a journal of the American Economic Association
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ECONIS (ZBW)
17
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1
Risk-free rate puzzle : an explanation of the heterogeneity of consumer risk attitudes under China's income gap
Zhao, Yang
;
Yao, Yuan
;
Wang, Mingtao
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 940-960
Persistent link: https://www.econbiz.de/10014446824
Saved in:
2
Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
Saved in:
3
Composite-asset-risk approach to solving the equity premium puzzle
Kim, Yun-Yeong
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 200-216
Persistent link: https://www.econbiz.de/10012627774
Saved in:
4
Regret-sensitive equity premium
Fujii, Yoichiro
;
Nakamura, Yutaka
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 302-307
Persistent link: https://www.econbiz.de/10013175815
Saved in:
5
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Saved in:
6
Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5051-5091
Persistent link: https://www.econbiz.de/10012387416
Saved in:
7
Asset pricing with time varying pessimism and rare disasters
Zhang, Jian
;
Kong, Dongmin
;
Liu, Hening
;
Wu, Ji
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
Saved in:
8
Rare booms and disasters in a multisector endowment economy
Tsai, Jerry
;
Wachter, Jessica
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1113-1169
Persistent link: https://www.econbiz.de/10011530014
Saved in:
9
A representative agent asset pricing model with heterogeneous beliefs and recursive utility
Suzuki, Masataka
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 298-315
Persistent link: https://www.econbiz.de/10011626381
Saved in:
10
Wage rigidity : a quantitative solution to several asset pricing puzzles
Favilukis, Jack
;
Lin, Xiaoji
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 148-192
Persistent link: https://www.econbiz.de/10011447561
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