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subject:"Schätzung"
~person:"Antoniou, Antonios"
~person:"Bakshi, Gurdip S."
~person:"Becker, Kent Gregory"
~subject:"Risk premium"
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Schätzung
Risk premium
Theorie
35
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35
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11
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8
Diskontierung
8
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8
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8
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8
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Antoniou, Antonios
Bakshi, Gurdip S.
Becker, Kent Gregory
Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
76
Pesaran, M. Hashem
73
Härdle, Wolfgang
53
Bekaert, Geert
49
Heckman, James J.
48
Hautsch, Nikolaus
44
Engel, Charles
43
Marcellino, Massimiliano
41
Blundell, Richard W.
39
Timmermann, Allan
38
Herwartz, Helmut
37
Koopman, Siem Jan
37
Belzil, Christian
36
Gupta, Rangan
36
Acemoglu, Daron
34
Bollerslev, Tim
34
Campbell, John Y.
34
Pierdzioch, Christian
34
Bansal, Ravi
33
Berg, Gerard J. van den
33
Serletis, Apostolos
33
Diebold, Francis X.
31
Stambaugh, Robert F.
31
Engle, Robert F.
30
Kilian, Lutz
30
Taylor, Mark P.
30
Buch, Claudia M.
29
Engsted, Tom
29
Kumbhakar, Subal
29
MacDonald, Ronald
29
Semmler, Willi
29
Basu, Susanto
28
Fabozzi, Frank J.
28
Feenstra, Robert C.
28
Attanasio, Orazio P.
27
Creedy, John
27
Egger, Peter
27
Hodrick, Robert J.
27
Kaiser, Ulrich
27
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Journal of international money and finance
3
Credit risk : models, derivatives, and management
1
Finance and economics discussion series
1
Financial markets, institutions & instruments
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
10
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10
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1
Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Rossi, Alberto
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
Saved in:
2
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
3
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
4
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
5
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
6
Calculating the equity cost of capital using the APT : the impact of the ERM
Antoniou, Antonios
;
Garrett, Ian
;
Priestley, Richard
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 949-965
Persistent link: https://www.econbiz.de/10001381763
Saved in:
7
An empirical investigation of asset pricing models using Japanese stock market data
Bakshi, Gurdip S.
- In:
Journal of international money and finance
16
(
1997
)
1
,
pp. 81-112
Persistent link: https://www.econbiz.de/10001219111
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
Domestic macroeconomic news and foreign interest rates
Becker, Kent Gregory
- In:
Journal of international money and finance
14
(
1995
)
6
,
pp. 763-783
Persistent link: https://www.econbiz.de/10001194452
Saved in:
10
Short-term and long-term efficiency in commodity spot and futures markets
Antoniou, Antonios
- In:
Financial markets, institutions & instruments
3
(
1994
)
5
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001174679
Saved in:
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