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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Credit spreads"
~subject:"Kapitaleinkommen"
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CAPM
Credit spreads
Kapitaleinkommen
Yield curve
143
Zinsstruktur
143
Theorie
66
Theory
66
Risikoprämie
40
Risk premium
40
Estimation
31
Schätzung
31
Credit risk
30
Kreditrisiko
30
Capital income
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USA
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United States
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Unternehmensanleihe
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Volatility
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Volatilität
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Term structure
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Interest rate
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Zins
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Geldpolitik
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Monetary policy
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Option pricing theory
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Optionspreistheorie
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Public bond
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Risiko
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Risk
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Öffentliche Anleihe
11
Derivat
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Derivative
10
Bond
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Zinsderivat
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8
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8
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47
French
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Bai, Jennie
2
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
Goldstein, Robert S.
2
La Bruslerie, Hubert de
2
Acharya, Viral V.
1
Adrian, Tobias
1
Amihud, Yakov
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Amin, Kaushik I.
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Collin-Dufresne, Pierre
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Coën, Alain
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1
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Finance : revue de l'Association Française de Finance
Journal of financial economics
NBER working paper series
44
NBER Working Paper
35
Working paper / National Bureau of Economic Research, Inc.
29
Finance research letters
28
Journal of banking & finance
27
Finance and economics discussion series
25
The journal of fixed income
23
The review of financial studies
18
International review of financial analysis
17
International review of economics & finance : IREF
16
Staff reports / Federal Reserve Bank of New York
16
Journal of economic dynamics & control
15
Journal of empirical finance
15
Journal of financial and quantitative analysis : JFQA
15
Journal of international money and finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Economics letters
14
International journal of theoretical and applied finance
14
Working paper series / European Central Bank
14
CESifo working papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Discussion paper / Centre for Economic Policy Research
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
FEDS Working Paper
11
Applied economics letters
10
ECB Working Paper
10
Journal of international financial markets, institutions & money
10
Journal of monetary economics
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 financial markets
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
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ECONIS (ZBW)
49
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1
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:
2
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:
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 secured credit premium and the issuance of secured debt
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 143-171
Persistent link: https://www.econbiz.de/10013482169
Saved in:
5
It's what you say and what you buy : a holistic evaluation of the corporate credit facilities
Boyarchenko, Nina
;
Kovner, Anna
;
Shachar, Or
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 695-731
Persistent link: https://www.econbiz.de/10013413170
Saved in:
6
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:
7
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:
8
Credit spread determinants : how loan officer seniority matters
Dupire, Marion
;
Lobez, Frédéric
;
Statnik, Jean-Christophe
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
3
,
pp. 139-179
Persistent link: https://www.econbiz.de/10012792337
Saved in:
9
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:
10
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
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