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subject:"Currency derivative"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk premium"
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Currency derivative
Börsenkurs
Estimation
Volatility
Risikoprämie
112
Risk premium
112
Theorie
51
Theory
51
CAPM
37
Capital income
32
Kapitaleinkommen
32
Volatilität
22
Schätzung
21
Forecasting model
19
Prognoseverfahren
19
Risiko
17
Risk
17
Share price
16
Yield curve
16
Zinsstruktur
16
Risikoaversion
14
Risk aversion
14
USA
12
United States
12
Variance risk premium
8
ARCH model
7
ARCH-Modell
7
EU countries
7
EU-Staaten
7
Credit risk
6
Exchange rate
6
Geldpolitik
6
Kreditrisiko
6
Monetary policy
6
VIX
6
Wechselkurs
6
Währungsderivat
6
Asset pricing
5
Country risk
5
Credit derivative
5
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Undetermined
26
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Article
45
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Aufsatz in Zeitschrift
Article in journal
45
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English
45
Author
All
Zhou, Hao
3
Bandi, Federico M.
2
Bollerslev, Tim
2
Albuquerque, Rui
1
Andreou, Elena
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Bansal, Ravi
1
Batten, Jonathan A.
1
Bekaert, Geert
1
Blomkvist, Magnus
1
Bondarenko, Oleg
1
Borovička, Jaroslav
1
Cepni, Oguzhan
1
Chang, Chia-Lin
1
Donadelli, Michael
1
Durand, Robert B.
1
Ellis, Craig
1
Eraker, Bjørn
1
Fan, Jianqing
1
Foley, Sean
1
Forbes, Catherine Scipione
1
Ghysels, Eric
1
Gibson, Michael S.
1
Gouriéroux, Christian
1
Griffin, J. E.
1
Griffin, Jim E.
1
Grobys, Klaus
1
Grose, Simone D.
1
Guerrier, Stéphane
1
Gufler, Ivan
1
Han, Hyojin
1
Hansen, Lars Peter
1
Heinonen, Jari-Pekka
1
Hoerova, Marie
1
Im, Hyun Joong
1
Isaac, Alan Glen
1
Jones, Trefor T.
1
Kalli, Maria
1
Karamann, Mustafa
1
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Economics letters
Journal of econometrics
Journal of financial economics
120
Journal of banking & finance
103
Journal of international money and finance
70
Finance research letters
66
Journal of empirical finance
56
International review of financial analysis
53
International review of economics & finance : IREF
52
Journal of international financial markets, institutions & money
49
The review of financial studies
40
Applied financial economics
36
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of finance : the journal of the American Finance Association
33
Applied economics
32
Pacific-Basin finance journal
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Journal of financial markets
29
Applied economics letters
27
The journal of futures markets
27
Energy economics
26
Journal of financial and quantitative analysis : JFQA
26
Economic modelling
25
Journal of economic dynamics & control
25
Review of quantitative finance and accounting
22
International journal of finance & economics : IJFE
21
Review of finance : journal of the European Finance Association
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
The European journal of finance
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Research in international business and finance
17
Journal of risk and financial management : JRFM
16
Journal of monetary economics
15
International journal of theoretical and applied finance
14
Journal of money, credit and banking : JMCB
13
The journal of asset management
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
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ECONIS (ZBW)
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1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
4
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
5
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
6
Asset pricing with free entry and exit of firms
Kaszab, Lorant
;
Marsal, Ales
;
Rabitsch, Katrin
- In:
Economics letters
217
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013465155
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
The high frequency risk attitude implied by the volatility risk premium
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170635
Saved in:
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