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subject:"Currency derivative"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Cost of capital"
~subject:"Estimation"
~subject:"USA"
~subject:"Yield curve"
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Search: subject_exact:"Risk premium"
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Currency derivative
Cost of capital
Estimation
USA
Yield curve
Risikoprämie
241
Risk premium
241
CAPM
114
Capital income
107
Kapitaleinkommen
107
Theorie
105
Theory
105
Schätzung
84
Zinsstruktur
55
Börsenkurs
52
Share price
52
Risk
44
Volatility
44
Volatilität
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Risiko
42
United States
36
Forecasting model
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Prognoseverfahren
32
Portfolio selection
30
Portfolio-Management
30
Credit risk
24
Kreditrisiko
24
Welt
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World
20
Geldpolitik
17
Monetary policy
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Aktienmarkt
16
Schock
16
Shock
16
Stock market
16
Liquidity
15
Anleihe
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Bond
14
Exchange rate risk
14
Währungsrisiko
14
Asset pricing
13
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English
145
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Bollerslev, Tim
4
Todorov, Viktor
4
Koijen, Ralph S. J.
3
Longstaff, Francis A.
3
Schneider, Paul
3
Bai, Jennie
2
Bali, Turan G.
2
Barroso, Pedro
2
Bekaert, Geert
2
Boons, Martijn
2
Christoffersen, Peter F.
2
Della Corte, Pasquale
2
Engstrom, Eric
2
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2
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2
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2
Guo, Hui
2
Jeanneret, Alexandre
2
Kelly, Bryan T.
2
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2
Londono, Juan M.
2
Ma, Jun
2
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2
Nieuwerburgh, Stijn van
2
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2
Pástor, Ľuboš
2
Savor, Pavel
2
Timmermann, Allan
2
Veronesi, Pietro
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1
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1
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1
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1
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Journal of financial economics
Journal of money, credit and banking : JMCB
Working paper / National Bureau of Economic Research, Inc.
136
Journal of banking & finance
108
NBER working paper series
96
The review of financial studies
91
Journal of international money and finance
82
NBER Working Paper
76
Finance research letters
63
Journal of empirical finance
62
Discussion paper / Centre for Economic Policy Research
59
The journal of finance : the journal of the American Finance Association
57
Journal of international financial markets, institutions & money
56
Discussion papers / CEPR
51
International review of economics & finance : IREF
51
International review of financial analysis
48
Finance and economics discussion series
45
Journal of financial and quantitative analysis : JFQA
44
Applied financial economics
43
Working paper
38
Research paper series / Swiss Finance Institute
36
Applied economics
33
The journal of futures markets
33
Working paper series / European Central Bank
33
CESifo working papers
32
The North American journal of economics and finance : a journal of financial economics studies
31
The journal of fixed income
31
Economics letters
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Review of finance : journal of the European Finance Association
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Journal of financial markets
27
Journal of monetary economics
27
Applied economics letters
26
Journal of economic dynamics & control
26
Economic modelling
25
Review of quantitative finance and accounting
24
Staff reports / Federal Reserve Bank of New York
24
Research in international business and finance
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
145
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1
Collateral framework : liquidity premia and multiple equilibria
Lengwiler, Yvan
;
Orphanides, Athanasios
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 489-516
Persistent link: https://www.econbiz.de/10014544965
Saved in:
2
Uncertainty and the cost of bank versus bond finance
Grimme, Christian
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10014305959
Saved in:
3
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
4
International housing markets and the U.S. subprime crisis
Luo, Shikong
;
Ma, Jun
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 647-669
Persistent link: https://www.econbiz.de/10014544993
Saved in:
5
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
6
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
7
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
8
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
9
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
10
Partisanship in loan pricing
Dagostino, Ramona
;
Gao, Janet
;
Ma, Pengfei
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462638
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