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subject:"Currency derivative"
~isPartOf:"The European journal of finance"
~subject:"CAPM"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Risk premium"
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Currency derivative
CAPM
EU countries
Estimation
Optionspreistheorie
Risikoprämie
36
Risk premium
36
Capital income
17
Kapitaleinkommen
17
Schätzung
12
Theorie
12
Theory
12
Risiko
10
Risk
10
Credit risk
8
Kreditrisiko
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Share price
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Aktienmarkt
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EU-Staaten
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Prognoseverfahren
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Betriebsgröße
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Corporate bond
3
Credit derivative
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3
Großbritannien
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Option pricing theory
3
Swap
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Article
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English
20
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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
Chuang, Ming-Che
1
Claes, Anouk G. P.
1
Csávás, Csaba
1
De Ceuster, Marc J.
1
Florackis, Chris
1
Hafner, Reinhold
1
Hirvonen, Jani
1
Hodgson, Allan
1
Hsu, Pao-Peng
1
Huang, Lin
1
Huang, Winifred
1
Hussain, Syed Mujahid
1
Jahel, Lina el
1
Joseph, Nathan Lael
1
Keiber, Karl Ludwig
1
Kim, Dongcheol
1
Lai, Baoying
1
Li, Chang-Yi
1
Ma, Chenghu
1
McGee, Richard J.
1
Meligkotsidou, Loukia
1
Nakata, Hiroyuki
1
Okunev, John
1
Olmo, Jose
1
Panda, Durga
1
Panopulu, Aikaterinē
1
Pantelous, Athanasios A.
1
Roh, Tai-Yong
1
Samyschew, Helene
1
Su, Chen
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The European journal of finance
Journal of financial economics
139
NBER working paper series
127
Journal of banking & finance
125
Working paper / National Bureau of Economic Research, Inc.
103
NBER Working Paper
95
Finance research letters
86
Journal of international money and finance
85
Journal of empirical finance
65
Journal of international financial markets, institutions & money
58
International review of economics & finance : IREF
55
International review of financial analysis
54
The review of financial studies
53
Journal of economic dynamics & control
48
Discussion papers / CEPR
47
Discussion paper / Centre for Economic Policy Research
44
The journal of finance : the journal of the American Finance Association
43
Working paper
42
Research paper series / Swiss Finance Institute
41
The North American journal of economics and finance : a journal of financial economics studies
40
Applied financial economics
39
Economics letters
38
Economic modelling
36
Applied economics
35
CESifo working papers
35
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Working paper series / European Central Bank
33
Finance and economics discussion series
28
Journal of financial markets
28
Journal of monetary economics
28
Pacific-Basin finance journal
28
Journal of financial and quantitative analysis : JFQA
27
Review of finance : journal of the European Finance Association
27
Applied economics letters
26
Review of quantitative finance and accounting
25
Discussion paper
24
International journal of finance & economics : IJFE
24
Journal of econometrics
24
Energy economics
23
The journal of futures markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
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ECONIS (ZBW)
20
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1
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
2
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:
3
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:
4
Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
Saved in:
5
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:
6
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:
7
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:
8
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:
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
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:
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