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subject:"Currency derivative"
~isPartOf:"Economics letters"
~subject:"Estimation"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risk premium"
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Currency derivative
Estimation
Theory
Volatility
Risikoprämie
78
Risk premium
78
Theorie
39
CAPM
23
Capital income
17
Kapitaleinkommen
17
Risiko
12
Risikoaversion
12
Risk
12
Risk aversion
12
Yield curve
10
Zinsstruktur
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USA
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United States
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Börsenkurs
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Share price
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Volatilität
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Geldpolitik
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Monetary policy
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Prognoseverfahren
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Währungsderivat
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Asset pricing
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Wechselkurs
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ARCH-Modell
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Aktienmarkt
4
Decision under risk
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EU countries
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EU-Staaten
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Entscheidung unter Risiko
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Stock market
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VIX
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Article
53
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Aufsatz in Zeitschrift
Article in journal
53
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English
53
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Eeckhoudt, Louis R.
3
Albuquerque, Rui
1
Andersen, Torben M.
1
Antonelli, Fabio
1
Arping, Stefan
1
Barucci, Emilio
1
Batten, Jonathan A.
1
Blomkvist, Magnus
1
Carstensen, Kai
1
Cepni, Oguzhan
1
Chakraborty, Madhumita
1
Cogley, Timothy
1
Courtault, Jean-Michel
1
Croce, Mariano M.
1
Crotty, Kevin
1
Du, Ding
1
Durand, Robert B.
1
Ellis, Craig
1
Engsted, Tom
1
Foley, Sean
1
Gabillon, Emmanuelle
1
Gareis, Johannes
1
Garrett, Thomas Andrew
1
Gayant, Jean-Pascal
1
Godfroid, Philippe
1
Gollier, Christian
1
Grant, Simon
1
Grobys, Klaus
1
Haug, Jørgen
1
Heinonen, Jari-Pekka
1
Hens, Thorsten
1
Huang, James
1
Im, Hyun Joong
1
Isaac, Alan Glen
1
Jones, Trefor T.
1
Karathanasopoulos, Andreas
1
Kaszab, Lorant
1
Kim, Jae H.
1
Kit, Pong Wong
1
Koulovatianos, Christos
1
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Economics letters
Journal of financial economics
146
Journal of banking & finance
140
Journal of international money and finance
84
The review of financial studies
79
Finance research letters
77
Journal of empirical finance
70
International review of economics & finance : IREF
64
International review of financial analysis
59
The journal of finance : the journal of the American Finance Association
54
Journal of economic dynamics & control
51
Journal of international financial markets, institutions & money
50
Applied financial economics
42
Journal of monetary economics
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of futures markets
35
Journal of financial markets
33
Applied economics letters
32
Economic modelling
32
Journal of financial and quantitative analysis : JFQA
30
Review of quantitative finance and accounting
28
Energy economics
26
International journal of finance & economics : IJFE
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of econometrics
25
Pacific-Basin finance journal
24
Journal of money, credit and banking : JMCB
23
Review of finance : journal of the European Finance Association
23
The European journal of finance
23
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Macroeconomic dynamics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of risk and financial management : JRFM
21
Research in international business and finance
19
Review of economic dynamics
19
The American economic review
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ECONIS (ZBW)
53
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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
Growth risks, asset prices, and welfare
Croce, Mariano M.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607134
Saved in:
6
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:
7
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:
8
Aggregate risk and wage dispersion
Scanlon, Paul
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509402
Saved in:
9
SPAC IPO waves
Blomkvist, Magnus
;
Vulanovic, Milos
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511149
Saved in:
10
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
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