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subject:"Currency derivative"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Estimation"
~subject:"USA"
~subject:"Yield curve"
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Search: subject_exact:"Risk premium"
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Currency derivative
Estimation
USA
Yield curve
Risikoprämie
95
Risk premium
95
Theorie
48
Theory
48
Zinsstruktur
33
Capital income
32
Kapitaleinkommen
32
CAPM
29
Schätzung
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Risiko
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Risk
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Volatility
19
Volatilität
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United States
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Börsenkurs
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Share price
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Forecasting model
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Prognoseverfahren
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Credit risk
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Kreditrisiko
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Geldpolitik
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Anleihe
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Bond
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Shock
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Welt
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World
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Liquidity
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Liquidität
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Business cycle
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Corporate bond
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English
62
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Zhou, Guofu
3
Elkamhi, Redouane
2
Guo, Hui
2
Ma, Jun
2
Trojani, Fabio
2
Wickens, Michael R.
2
Amano, Robert A.
1
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1
Bakshi, Gurdip S.
1
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1
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1
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1
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1
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1
Du, Du
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Journal of money, credit and banking : JMCB
Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
135
Journal of financial economics
111
Journal of banking & finance
108
NBER working paper series
96
The review of financial studies
91
Journal of international money and finance
81
NBER Working Paper
76
Finance research letters
62
Journal of empirical finance
62
Discussion paper / Centre for Economic Policy Research
57
The journal of finance : the journal of the American Finance Association
56
Journal of international financial markets, institutions & money
55
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
The journal of futures markets
33
Working paper series / European Central Bank
33
Applied economics
32
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
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
Applied economics letters
26
Journal of economic dynamics & control
26
Economic modelling
25
Journal of monetary economics
25
Staff reports / Federal Reserve Bank of New York
24
Review of quantitative finance and accounting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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ECONIS (ZBW)
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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
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
4
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:
5
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
6
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:
7
High discounts and low fundamental surplus : an equivalence result for unemployment fluctuations
Mitra, Indrajit
;
Seo, Taeuk
;
Xu, Yu
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 4051-4068
Persistent link: https://www.econbiz.de/10014552524
Saved in:
8
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
9
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Saved in:
10
Conditional equity premium and aggregate corporate investment
Guo, Hui
;
Qiu, Buhui
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 251-295
Persistent link: https://www.econbiz.de/10014305964
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