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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of fixed income"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Zinsstruktur"
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CAPM
Kapitaleinkommen
Yield curve
283
Zinsstruktur
283
Theorie
127
Theory
127
USA
63
United States
63
Risikoprämie
59
Risk premium
59
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Option pricing theory
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Zins
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64
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Bai, Jennie
2
Bakshi, Gurdip S.
2
Durham, J. Benson
2
Goldstein, Robert S.
2
La Bruslerie, Hubert de
2
Subrahmanyam, Marti G.
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Finance : revue de l'Association Française de Finance
Journal of financial economics
The journal of fixed income
NBER working paper series
44
NBER Working Paper
35
Working paper / National Bureau of Economic Research, Inc.
29
Finance and economics discussion series
25
Finance research letters
22
Journal of banking & finance
22
The review of financial studies
17
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Staff reports / Federal Reserve Bank of New York
16
Journal of financial and quantitative analysis : JFQA
15
CESifo working papers
14
International journal of theoretical and applied finance
14
Journal of international money and finance
14
Working paper series / European Central Bank
14
Journal of economic dynamics & control
13
Discussion paper / Centre for Economic Policy Research
12
International review of financial analysis
12
Journal of empirical finance
12
Research paper series / Swiss Finance Institute
12
Review of finance : journal of the European Finance Association
12
Staff working paper / Bank of Canada
12
The journal of finance : the journal of the American Finance Association
12
CREATES research paper
11
Discussion papers / CEPR
11
Economics letters
11
FEDS Working Paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics letters
10
ECB Working Paper
10
Working papers series / Federal Reserve Bank of San Francisco
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
The quarterly journal of finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Working paper
9
Applied financial economics
8
Discussion paper
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ECONIS (ZBW)
66
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1
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
4
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
5
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
6
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
7
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
8
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
9
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
10
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
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