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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:"Journal of banking & finance"
~isPartOf:"The review of financial studies"
~subject:"Equity premium puzzle"
~subject:"Theorie"
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Equity premium puzzle
Theorie
Equity-Premium-Puzzle
14
Risikoprämie
8
Risk premium
8
Theory
8
CAPM
6
Risikoaversion
4
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4
Capital income
3
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Ahmed, Shamim
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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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
Journal of banking & finance
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
International review of economics & finance : IREF
8
Journal of monetary economics
7
Economics letters
6
Ensaios econômicos
6
Finance and economics discussion series
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5
Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers in economics and statistics
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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
Saved in:
4
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
5
A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong
;
Choi, Kyoung Jin
;
Koo, Hyeng-keun
- In:
Journal of banking & finance
55
(
2015
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
Saved in:
6
Saving-based asset-pricing
Dreyer, Johannes Kabderian
;
Schneider, Johannes
;
Smith, …
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3704-3715
Persistent link: https://www.econbiz.de/10010126286
Saved in:
7
Risk premia : exact solutions vs. log-linear approximations
Lundtofte, Frederik
;
Wilhelmsson, Anders
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4256-4264
Persistent link: https://www.econbiz.de/10010245574
Saved in:
8
Market incompleteness and the equity premium puzzle : evidence from state-level data
Jacobs, Kris
;
Pallage, Stéphane J.
;
Robe, Michel A.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 378-388
Persistent link: https://www.econbiz.de/10009705649
Saved in:
9
Can rare events explain the equity premium puzzle?
Julliard, Christian
;
Ghosh, Anisha
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3037-3076
Persistent link: https://www.econbiz.de/10009630177
Saved in:
10
Revisiting asset pricing puzzles in an exchange economy
Parlour, Christine A.
;
Stanton, Richard
;
Walden, Johan
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 629-674
Persistent link: https://www.econbiz.de/10008934112
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