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subject:"Currency derivative"
~isPartOf:"Economics letters"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Volatility"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk premium"
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Currency derivative
Börsenkurs
Estimation
Volatility
Zinsstruktur
Risikoprämie
78
Risk premium
78
Theorie
39
Theory
39
CAPM
23
Capital income
17
Kapitaleinkommen
17
Risiko
12
Risikoaversion
12
Risk
12
Risk aversion
12
Yield curve
10
Schätzung
9
USA
9
United States
9
Share price
8
Volatilität
8
Forecasting model
6
Geldpolitik
6
Monetary policy
6
Prognoseverfahren
6
Währungsderivat
6
Asset pricing
5
Exchange rate
5
Wechselkurs
5
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Decision under risk
4
EU countries
4
EU-Staaten
4
Entscheidung unter Risiko
4
Stock market
4
VIX
4
Welt
4
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Undetermined
18
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Article
31
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Aufsatz in Zeitschrift
Article in journal
31
Language
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English
31
Author
All
Albuquerque, Rui
1
Batten, Jonathan A.
1
Blomkvist, Magnus
1
Caliendo, Frank
1
Caporale, Barbara
1
Caporale, Tony
1
Carstensen, Kai
1
Casiraghi, Marco
1
Cepni, Oguzhan
1
Donadelli, Michael
1
Du, Ding
1
Durand, Robert B.
1
Ellis, Craig
1
Fisher, Gordon
1
Foley, Sean
1
Grobys, Klaus
1
Gufler, Ivan
1
Heinonen, Jari-Pekka
1
Im, Hyun Joong
1
Isaac, Alan Glen
1
Jones, Trefor T.
1
Karathanasopoulos, Andreas
1
Kaszab, Lorant
1
Kim, Jae H.
1
Koedijk, Kees
1
Koulovatianos, Christos
1
Kucuksarac, Doruk
1
Kugler, Peter
1
Laine, Olli-Matti
1
Lee, Sung R.
1
Li, Chen
1
Li, Jian
1
Li, Luyang
1
Li, Simeng
1
Malloch, Hamish
1
Marsal, Ales
1
Miccoli, Marcello
1
Mikutowski, Mateusz
1
Park, Heungju
1
Payá, Ivan
1
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Economics letters
Journal of financial economics
141
Journal of banking & finance
129
Journal of international money and finance
86
Finance research letters
73
Journal of empirical finance
66
International review of financial analysis
64
International review of economics & finance : IREF
63
Journal of international financial markets, institutions & money
56
The review of financial studies
53
Applied financial economics
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The North American journal of economics and finance : a journal of financial economics studies
41
Applied economics
39
The journal of finance : the journal of the American Finance Association
39
Journal of economic dynamics & control
34
Pacific-Basin finance journal
34
Journal of financial markets
32
Journal of financial and quantitative analysis : JFQA
31
Applied economics letters
30
Energy economics
30
Review of finance : journal of the European Finance Association
30
Economic modelling
29
The journal of futures markets
27
Research in international business and finance
26
Review of quantitative finance and accounting
26
International journal of finance & economics : IJFE
24
Journal of econometrics
24
Journal of money, credit and banking : JMCB
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Journal of monetary economics
23
The journal of fixed income
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
The European journal of finance
22
International journal of theoretical and applied finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
18
The quarterly journal of finance
18
Emerging markets review
15
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
4
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
5
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:
6
Lumpy investment and expected stock returns
Im, Hyun Joong
;
Park, Heungju
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
Saved in:
7
The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index
Donadelli, Michael
;
Gufler, Ivan
;
Pellizzari, Paolo
- In:
Economics letters
197
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012511031
Saved in:
8
SPAC IPO waves
Blomkvist, Magnus
;
Vulanovic, Milos
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511149
Saved in:
9
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
Saved in:
10
CDS trading and bond interest rates
Caliendo, Frank
- In:
Economics letters
174
(
2019
),
pp. 52-54
Persistent link: https://www.econbiz.de/10012121015
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