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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Risk premium"
~type:"article"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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Risk premium
Estimation
772
Schätzung
770
Capital income
273
Kapitaleinkommen
273
Börsenkurs
198
Share price
198
Volatility
188
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Article in journal
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86
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Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Cakici, Nusret
2
Guo, Hui
2
Li, Junye
2
Nonejad, Nima
2
Abbritti, Mirko
1
Aharon, David Y.
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alter, Adrian
1
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1
Arshanapalli, Bala Gangadhar
1
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1
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1
Azad, A. S. M. Sohel
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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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
Chabi-Yo, Fousseni
1
Chang, Ki Cheon
1
Chen, Jie
1
Chen, Su
1
Choudhry, Taufiq
1
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International review of financial analysis
Journal of banking & finance
Journal of financial economics
74
Journal of empirical finance
40
Journal of international money and finance
40
Finance research letters
35
Journal of international financial markets, institutions & money
33
International review of economics & finance : IREF
30
Applied financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of finance : the journal of the American Finance Association
20
Journal of financial markets
19
Applied economics
18
Applied economics letters
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Economic modelling
16
International journal of finance & economics : IJFE
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of economic dynamics & control
15
Pacific-Basin finance journal
15
Review of quantitative finance and accounting
14
The review of financial studies
14
Review of finance : journal of the European Finance Association
13
Journal of econometrics
12
Journal of financial and quantitative analysis : JFQA
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
The European journal of finance
12
Journal of risk and financial management : JRFM
11
Research in international business and finance
11
The journal of futures markets
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of money, credit and banking : JMCB
10
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The journal of asset management
9
Emerging markets, finance and trade : EMFT
7
Energy economics
7
Journal of financial econometrics
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Emerging markets review
6
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ECONIS (ZBW)
86
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86
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1
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
4
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:
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
On the right jump tail inferred from the VIX market
Li, Zhenxiong
;
Yao, Xingzhi
;
Izzeldin, Marwan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
Saved in:
10
Does previous carry trade position affect following investors' decision-making and carry returns?
Zhang, Ziyun
;
Chen, Su
;
Li, Bo
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366296
Saved in:
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