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source:"econis"
~isPartOf:"Review of finance : journal of the European Finance Association"
~subject:"Credit risk"
~subject:"Forecasting model"
~subject:"Kreditderivat"
~subject:"Stock market"
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Credit risk
Forecasting model
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Risikoprämie
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Risk premium
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16
Capital income
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15
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Adämmer, Philipp
1
Anginer, Deniz
1
Bekaert, Geert
1
Berndt, Antje
1
Bollerslev, Tim
1
Boons, Martijn
1
Cakici, Nusret
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Choi, Hoyong
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Review of finance : journal of the European Finance Association
Journal of banking & finance
70
Journal of financial economics
63
Finance research letters
56
NBER working paper series
50
Working paper / National Bureau of Economic Research, Inc.
44
Journal of empirical finance
43
NBER Working Paper
41
International review of financial analysis
35
International review of economics & finance : IREF
33
Journal of international financial markets, institutions & money
32
Journal of international money and finance
30
Pacific-Basin finance journal
29
The North American journal of economics and finance : a journal of financial economics studies
27
Discussion papers / CEPR
24
Research in international business and finance
24
Applied economics
23
Journal of financial markets
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The review of financial studies
22
Finance and economics discussion series
20
Working paper
20
Economic modelling
19
Review of quantitative finance and accounting
19
Discussion paper / Centre for Economic Policy Research
17
Research paper series / Swiss Finance Institute
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The journal of fixed income
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of econometrics
16
Journal of financial stability
16
Applied economics letters
15
The European journal of finance
15
Working paper series / European Central Bank
15
Working papers / Bank for International Settlements
15
Journal of economic dynamics & control
14
ECB Working Paper
13
Energy economics
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Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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Economics letters
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ECONIS (ZBW)
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22
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
Determinants of short-term corporate yield spreads : evidence from the commercial paper market
Huang, Jing-Zhi
;
Liu, Bibo
;
Shi, Zhan
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 539-579
Persistent link: https://www.econbiz.de/10014317896
Saved in:
3
The term structure of equity yields : a bottom-up approach
Schröder, David
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 661-697
Persistent link: https://www.econbiz.de/10014527221
Saved in:
4
The variance risk premium in equilibrium models
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 1977-2014
Persistent link: https://www.econbiz.de/10014445759
Saved in:
5
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
6
Value return predictability across asset classes and commonalities in risk premia
Yara, Fahiz Baba
;
Boons, Martijn
;
Tamoni, Andrea
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
2
,
pp. 449-484
Persistent link: https://www.econbiz.de/10012546171
Saved in:
7
Is currency risk priced in global equity markets?
Karolyi, G. Andrew
;
Wu, Ying
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
3
,
pp. 863-902
Persistent link: https://www.econbiz.de/10012546204
Saved in:
8
Forecasting the equity premium : mind the news!
Adämmer, Philipp
;
Schüssler, Rainer
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
6
,
pp. 1313-1355
Persistent link: https://www.econbiz.de/10012403864
Saved in:
9
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
10
Asset growth and stock market returns : a time-series analysis
Wen, Quan
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 599-628
Persistent link: https://www.econbiz.de/10012035115
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