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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~subject:"Risk premium"
~type_genre:"Article in journal"
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Risk premium
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Ilmanen, Antti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
Journal of banking & finance
51
Journal of financial economics
40
Journal of international money and finance
28
International review of economics & finance : IREF
24
Finance research letters
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Journal of empirical finance
22
International review of financial analysis
19
Journal of international financial markets, institutions & money
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of money, credit and banking : JMCB
15
The review of financial studies
15
Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
14
The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
12
The North American journal of economics and finance : a journal of financial economics studies
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The quarterly journal of finance
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Applied economics
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Economics letters
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Journal of international economics
10
Journal of monetary economics
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Research in international business and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of financial markets
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Applied economics letters
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Economic modelling
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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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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Emerging markets review
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International journal of central banking : IJCB
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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The American economic review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Journal of econometrics
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ECONIS (ZBW)
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1
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
2
The variance risk premium : components, term structures, and stock return predictability
Li, Junye
;
Zinna, Gabriele
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10012249166
Saved in:
3
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
4
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
5
Heterogeneous liquidity effects in corporate bond spreads
Hafner, Christian M.
;
Walders, Fabian
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 73-91
Persistent link: https://www.econbiz.de/10011684767
Saved in:
6
Enhancing estimation for interest rate diffusion models with bond prices
Zou, Tao
;
Chen, Song Xi
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
Saved in:
7
Overlooked market risk shocks : prepayment uncertainty and option-adjusted spreads
Bogin, Alexander N.
;
Polkovnichenko, Nataliya
;
Doerner, …
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 5-15
Persistent link: https://www.econbiz.de/10011684637
Saved in:
8
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 282-295
Persistent link: https://www.econbiz.de/10011390043
Saved in:
9
Credit spreads and regime shifts
Pavlova, Ivelina
;
Hibbert, Ann Marie
;
Barber, Joel R.
; …
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10011399832
Saved in:
10
A new approach to measuring market expectations and term premia
Ye, Xiaoxia
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 22-46
Persistent link: https://www.econbiz.de/10011293464
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