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subject:"Currency derivative"
~isPartOf:"Economics letters"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk premium"
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Currency derivative
EU-Staaten
Estimation
Volatility
Risikoprämie
78
Risk premium
78
Theorie
39
Theory
39
CAPM
23
Capital income
17
Kapitaleinkommen
17
Risiko
12
Risikoaversion
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Risk
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Risk aversion
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EU countries
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Entscheidung unter Risiko
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VIX
4
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24
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Aufsatz in Zeitschrift
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24
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English
24
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Akyildirim, Erdinc
1
Albuquerque, Rui
1
Batten, Jonathan A.
1
Blomkvist, Magnus
1
Casiraghi, Marco
1
Cepni, Oguzhan
1
Durand, Robert B.
1
Ejsing, Jacob Wellendorph
1
Ellis, Craig
1
Foley, Sean
1
Grobys, Klaus
1
Heinonen, Jari-Pekka
1
Im, Hyun Joong
1
Isaac, Alan Glen
1
Jones, Trefor T.
1
Karathanasopoulos, Andreas
1
Kim, Jae H.
1
Kucuksarac, Doruk
1
Kugler, Peter
1
Lee, Sung R.
1
Lemke, Wolfgang
1
Li, Chen
1
Li, Luyang
1
Li, Simeng
1
Malloch, Hamish
1
Miccoli, Marcello
1
Mikutowski, Mateusz
1
Nguyen, Duc Khuong
1
Nieuwland, Frederick G.
1
Park, Heungju
1
Payá, Ivan
1
Peel, David
1
Rath, Subhrendu
1
Sensoy, Ahmet
1
Shamsuddin, Abdul
1
Spiru, Alina
1
Svec, Jiri
1
Tang, De-piao
1
Thangkasemvathana, Benjaporn
1
Tzavalis, Elias
1
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Economics letters
Journal of financial economics
101
Journal of banking & finance
96
Journal of international money and finance
79
Journal of empirical finance
58
Finance research letters
54
Journal of international financial markets, institutions & money
50
International review of economics & finance : IREF
47
International review of financial analysis
42
Applied financial economics
36
Applied economics
32
The North American journal of economics and finance : a journal of financial economics studies
30
The review of financial studies
30
The journal of finance : the journal of the American Finance Association
29
Economic modelling
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of futures markets
27
Applied economics letters
25
Journal of financial markets
25
Energy economics
24
Journal of econometrics
24
Journal of economic dynamics & control
23
Review of finance : journal of the European Finance Association
23
Journal of financial and quantitative analysis : JFQA
22
International journal of finance & economics : IJFE
21
Pacific-Basin finance journal
20
The European journal of finance
20
Review of quantitative finance and accounting
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
15
Journal of risk and financial management : JRFM
15
Research in international business and finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of monetary economics
14
Journal of money, credit and banking : JMCB
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
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
European financial management : the journal of the European Financial Management Association
11
Quantitative finance
11
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ECONIS (ZBW)
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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
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:
4
SPAC IPO waves
Blomkvist, Magnus
;
Vulanovic, Milos
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511149
Saved in:
5
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:
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
Inflation risk premia and risk-adjusted expectations of inflation
Casiraghi, Marco
;
Miccoli, Marcello
- In:
Economics letters
175
(
2019
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012121124
Saved in:
8
Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz
;
Karathanasopoulos, Andreas
; …
- In:
Economics letters
176
(
2019
),
pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
Saved in:
9
A tale of two risks in the EMU sovereign debt markets
Akyildirim, Erdinc
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
- In:
Economics letters
172
(
2018
),
pp. 102-106
Persistent link: https://www.econbiz.de/10012021929
Saved in:
10
The sensitivity of credit default swap premium to global risk factor : evidence from emerging markets
Cepni, Oguzhan
;
Kucuksarac, Doruk
;
Yilmaz, M. Hasan
- In:
Economics letters
159
(
2017
),
pp. 74-77
Persistent link: https://www.econbiz.de/10011903387
Saved in:
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