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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~subject:"Risk premium"
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Volatility
Yield curve
Risk premium
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
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83
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Prokopczuk, Marcel
6
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4
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3
Li, Junye
3
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2
Cakici, Nusret
2
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2
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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
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1
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1
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Journal of banking & finance
Applied economics
160
Finance research letters
152
International review of economics & finance : IREF
152
Energy economics
147
Working paper / National Bureau of Economic Research, Inc.
146
NBER working paper series
141
Economic modelling
137
NBER Working Paper
125
International review of financial analysis
124
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of empirical finance
116
Journal of international money and finance
116
Journal of econometrics
115
Applied financial economics
110
Applied economics letters
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102
Journal of international financial markets, institutions & money
98
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Economics letters
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International journal of finance & economics : IJFE
70
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64
Journal of risk and financial management : JRFM
63
The European journal of finance
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
53
Journal of economic dynamics & control
52
Finance and economics discussion series
51
Discussion papers / CEPR
49
Research paper series / Swiss Finance Institute
47
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45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
140
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
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:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
8
Patented knowledge capital and implied equity risk premium
Hegde, Shantaram P.
;
Mishra, Dev R.
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248261
Saved in:
9
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
10
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
Saved in:
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