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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation theory"
~subject:"Risk premium"
~type:"article"
~type_genre:"Conference paper"
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Estimation theory
Risk premium
Estimation
434
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433
Capital income
139
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139
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119
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119
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Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Cakici, Nusret
2
Füss, Roland
2
Guo, Hui
2
Li, Junye
2
Abbritti, Mirko
1
Adams, Zeno
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1
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Journal of banking & finance
Journal of econometrics
226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
116
Journal of financial economics
81
Applied economics letters
73
Economic modelling
71
Applied economics
61
Journal of empirical finance
60
Econometric reviews
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Finance research letters
53
Journal of international money and finance
51
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44
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39
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38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
International review of economics & finance : IREF
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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Journal of the American Statistical Association : JASA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of finance : the journal of the American Finance Association
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International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
85
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85
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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
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:
3
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:
4
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:
5
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:
6
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:
7
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Saved in:
8
Does it pay to invest? : the personal equity risk premium and stock market participation
Veld- Merkoulova, Yulia
;
Veld, Chris H.
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449403
Saved in:
9
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
10
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
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