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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Risk premium"
~subject:"Theory"
~subject:"Yield curve"
~type:"article"
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Kapitaleinkommen
Risk premium
Theory
Yield curve
Estimation
206
Schätzung
206
USA
146
United States
146
Theorie
85
Börsenkurs
35
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116
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Fama, Eugene F.
3
French, Kenneth Ronald
3
Pástor, Ľuboš
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bansal, Ravi
2
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2
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2
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2
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2
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2
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2
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2
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2
Zhou, Guofu
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1
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1
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The journal of finance : the journal of the American Finance Association
Applied economics
422
Economic modelling
273
Applied economics letters
261
Economics letters
251
Journal of banking & finance
249
International review of economics & finance : IREF
235
Journal of international money and finance
225
Finance research letters
218
Journal of econometrics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Journal of empirical finance
196
Applied financial economics
193
International review of financial analysis
189
Journal of financial economics
178
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
Journal of applied econometrics
153
The North American journal of economics and finance : a journal of financial economics studies
148
Journal of economic dynamics & control
146
Journal of macroeconomics
126
Journal of international financial markets, institutions & money
125
The European journal of finance
119
The review of economics and statistics
116
Energy economics
115
International journal of finance & economics : IJFE
115
International journal of forecasting
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Journal of monetary economics
102
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97
Journal of money, credit and banking : JMCB
97
European economic review : EER
94
Macroeconomic dynamics
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of international economics
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Research in international business and finance
88
Review of quantitative finance and accounting
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Journal of urban economics
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Econometric reviews
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Integrating factor models
Avramov, Doron
;
Cheng, Si
;
Metzker, Lior
;
Voigt, Stefan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1593-1646
Persistent link: https://www.econbiz.de/10014312047
Saved in:
2
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
3
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
4
Commodity Trade and the Carry Trade : a tale of two countries
Ready, Robert
;
Roussanov, Nikolai
;
Ward, Colin
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2629-2684
Persistent link: https://www.econbiz.de/10012160144
Saved in:
5
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
6
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
7
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
8
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
Saved in:
9
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
10
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
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