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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of financial economics"
~subject:"Monetary policy"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Forschungsbericht"
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EU-Staaten
Monetary policy
United States
Volatility
Estimation
248
Schätzung
248
Capital income
127
Kapitaleinkommen
127
Theorie
84
Theory
84
CAPM
75
Risikoprämie
74
Risk premium
74
Börsenkurs
58
Forecasting model
58
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58
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58
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47
Portfolio selection
43
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43
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37
Yield curve
30
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30
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Aktienmarkt
26
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26
Return predictability
24
Capital market returns
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Anlageverhalten
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Behavioural finance
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Welt
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Investment Fund
14
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14
Option pricing theory
12
Optionspreistheorie
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Übersichtsarbeit
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87
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87
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Bollerslev, Tim
5
Todorov, Viktor
4
Christoffersen, Peter F.
3
Bai, Jennie
2
Booth, James R.
2
Campbell, John Y.
2
Frazzini, Andrea
2
Fusari, Nicola
2
Hong, Harrison G.
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Kimmel, Robert
2
Lamont, Owen A.
2
Lo, Andrew W.
2
Malmendier, Ulrike
2
Moskowitz, Tobias J.
2
Pedersen, Lasse Heje
2
Santa-Clara, Pedro
2
Stein, Jeremy C.
2
Timmermann, Allan
2
Whitelaw, Robert F.
2
Amaya, Diego
1
Andersen, Torben
1
Asness, Cliff
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Baker, Malcolm
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Banegas, Ayelen
1
Barber, Brad M.
1
Barberis, Nicholas
1
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1
Bekaert, Geert
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Chan, Yeung Lewis
1
Chang, Bo Young
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Journal of financial economics
Applied economics
487
Economic modelling
297
Applied economics letters
293
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
216
Journal of international money and finance
213
Energy economics
211
International review of economics & finance : IREF
204
Finance research letters
188
Economics letters
177
The review of economics and statistics
176
Applied financial economics
166
Journal of banking & finance
160
The North American journal of economics and finance : a journal of financial economics studies
159
The American economic review
156
The journal of finance : the journal of the American Finance Association
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of econometrics
150
International review of financial analysis
139
Journal of applied econometrics
132
Journal of macroeconomics
126
The journal of futures markets
119
Journal of economic dynamics & control
115
Journal of money, credit and banking : JMCB
110
Journal of monetary economics
107
Journal of empirical finance
106
Journal of international financial markets, institutions & money
105
Research in international business and finance
99
International journal of finance & economics : IJFE
98
The review of financial studies
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
European economic review : EER
87
Macroeconomic dynamics
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
American economic journal : a journal of the American Economic Association
80
Journal of financial and quantitative analysis : JFQA
80
Journal of political economy
76
The European journal of finance
74
International journal of forecasting
73
Journal of risk and financial management : JRFM
71
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ECONIS (ZBW)
87
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87
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
4
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
5
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
6
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
8
Monetary policy at work : security and credit application registers evidence
Peydró, José-Luis
;
Polo, Andrea
;
Sette, Enrico
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 789-814
Persistent link: https://www.econbiz.de/10013259596
Saved in:
9
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
10
Common shocks in stocks and bonds
Cieślak, Anna
;
Pang, Hao
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 880-904
Persistent link: https://www.econbiz.de/10013260067
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