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subject:"Currency derivative"
~isPartOf:"The European journal of finance"
~subject:"CAPM"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Risk premium"
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Currency derivative
CAPM
Credit risk
EU countries
Optionspreistheorie
Risikoprämie
35
Risk premium
35
Capital income
17
Kapitaleinkommen
17
Estimation
12
Schätzung
12
Theorie
12
Theory
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Risiko
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Risk
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Credit derivative
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Großbritannien
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Option pricing theory
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Chen, Son-nan
2
Lin, Shih-kuei
2
Ahmed, Sheraz
1
Annaert, Jan
1
Badaoui, Saad
1
Bleaney, Michael F.
1
Cathcart, Lara
1
Chen, Ming-Chi
1
Chen, Ren-Raw
1
Choudhry, Taufiq
1
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1
Claes, Anouk G. P.
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
Huang, Lin
1
Hussain, Syed Mujahid
1
Jahel, Lina el
1
Keiber, Karl Ludwig
1
Kim, Dongcheol
1
Kolokolova, Olga
1
Li, Chang-Yi
1
Lin, Ming-Tsung
1
Lovreta, Lidija
1
Ma, Chenghu
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McGee, Richard J.
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Nakata, Hiroyuki
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1
Samyschew, Helene
1
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The European journal of finance
Journal of financial economics
129
Journal of banking & finance
127
NBER working paper series
111
NBER Working Paper
83
Working paper / National Bureau of Economic Research, Inc.
82
Finance research letters
76
Journal of international money and finance
68
Journal of empirical finance
60
International review of economics & finance : IREF
54
International review of financial analysis
54
Journal of international financial markets, institutions & money
50
The review of financial studies
44
Discussion papers / CEPR
42
Journal of economic dynamics & control
41
Research paper series / Swiss Finance Institute
40
The North American journal of economics and finance : a journal of financial economics studies
39
Economics letters
36
The journal of finance : the journal of the American Finance Association
36
Economic modelling
35
Working paper
34
Applied economics
32
Working paper series / European Central Bank
32
Review of quantitative finance and accounting
30
Journal of monetary economics
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Pacific-Basin finance journal
28
Applied financial economics
26
Discussion paper / Centre for Economic Policy Research
26
CESifo working papers
25
Review of finance : journal of the European Finance Association
25
Finance and economics discussion series
24
Research in international business and finance
24
Journal of financial markets
23
Journal of financial and quantitative analysis : JFQA
22
Journal of financial stability
22
The journal of futures markets
22
Energy economics
21
International journal of theoretical and applied finance
20
Journal of econometrics
20
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
20
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1
Redenomination risk in eurozone corporate bond spreads
Bleaney, Michael F.
;
Veleanu, Veronica
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1303-1325
Persistent link: https://www.econbiz.de/10012653094
Saved in:
2
Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan
;
Okunev, John
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260
Saved in:
3
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
Saved in:
4
The size premium as a lottery
McGee, Richard J.
;
Olmo, Jose
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
Saved in:
5
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
6
The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
The European journal of finance
25
(
2019
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10012206973
Saved in:
7
Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz
;
Hirvonen, Jani
;
Hussain, Syed Mujahid
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
Saved in:
8
Pricing inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
9
Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che
;
Yang, Wan-Ru
;
Chen, Ming-Chi
;
Lin, …
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
Saved in:
10
w-MPS risk aversion and the shadow CAPM : theory and empirical evidence
Huang, Lin
;
Ma, Chenghu
;
Nakata, Hiroyuki
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 947-973
Persistent link: https://www.econbiz.de/10011740277
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