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subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
~person:"Li, Junye"
~person:"Wese Simen, Chardin"
~subject:"Geldpolitik"
~subject:"Volatility"
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Prognoseverfahren
Geldpolitik
Volatility
Estimation
7
Schätzung
7
Risikoprämie
5
Risk premium
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Forecasting model
3
Share price
3
Theorie
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Theory
3
CAPM
2
Commodities
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Commodity derivative
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Rohstoffderivat
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ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymmetric information
1
Asymmetrische Information
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Behavioral
1
Capital market returns
1
Cash Flow
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Cash flow
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Cash flow uncertainty
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Commodity exchange
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Commodity market
1
Corporate bond
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Corporate bond return predictability
1
Credit rating
1
Credit rating downgrade
1
Credit risk
1
Curve
1
Downside variance premium
1
Equity options
1
Equity risk premium
1
Implied variance asymmetry
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English
6
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Li, Junye
Wese Simen, Chardin
Prokopczuk, Marcel
4
Guo, Hui
3
Zaremba, Adam
3
Hautsch, Nikolaus
2
Huang, Tao
2
León Valle, Ángel Manuel
2
Liu, Xiaochun
2
Maio, Paulo
2
Møller, Stig Vinther
2
Philip, Dennis
2
Rudolf, Markus
2
Umutlu, Mehmet
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Ahmed, Shamim
1
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Atanasov, Victoria
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Aysun, Uluc
1
Back, Janis
1
Barinov, Alexander
1
Beckmann, Joscha
1
Beetsma, Roel
1
Beine, Michel
1
Belke, Ansgar
1
Benth, Fred Espen
1
Berardi, Andrea
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Bereskin, Fred
1
Berger, Tino
1
Berkman, Henk
1
Bezemer, Dirk Johan
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Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Journal of econometrics
2
Journal of international money and finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of financial markets
1
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ECONIS (ZBW)
6
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1
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
2
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
3
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
4
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
5
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
6
Option-implied volatility factors and the cross-section of market risk premia
Li, Junye
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 249-260
Persistent link: https://www.econbiz.de/10009411132
Saved in:
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