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~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Equity risk premium"
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Risikoprämie
348
Risk premium
348
Theorie
124
Theory
124
Estimation
87
Schätzung
87
USA
85
United States
85
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66
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66
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66
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66
CAPM
56
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53
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53
Volatility
44
Volatilität
44
Geldpolitik
41
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40
Welt
40
World
40
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37
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37
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33
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33
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33
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33
Portfolio selection
32
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32
Risk
30
Risiko
29
Schock
29
Shock
29
Country risk
27
Länderrisiko
27
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26
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24
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24
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346
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338
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Sarno, Lucio
10
Chernov, Mikhail
9
Simsek, Alp
7
Vayanos, Dimitri
7
Bansal, Ravi
6
Caballero, Ricardo J.
6
Lettau, Martin
6
Taylor, Alan M.
6
Bekaert, Geert
5
Dahlquist, Magnus
5
Farhi, Emmanuel
5
Schrimpf, Andreas
5
Wagner, Christian
5
Della Corte, Pasquale
4
Favero, Carlo A.
4
Hagen, Jürgen von
4
Longstaff, Francis A.
4
Ludvigson, Sydney C.
4
Lustig, Hanno
4
Müller, Gernot J.
4
Schneider, Paul
4
Veronesi, Pietro
4
Wachter, Jessica
4
Yaron, Amir
4
Zinna, Gabriele
4
Acharya, Viral V.
3
Baumeister, Christiane
3
Benigno, Pierpaolo
3
Bianchi, Francesco
3
Burnside, Craig
3
Cesa-Bianchi, Ambrogio
3
Chaieb, Ines
3
Chen, Hui
3
Corsetti, Giancarlo
3
Creal, Drew
3
Engel, Charles
3
Errunza, Vihang R.
3
Farmer, Roger E. A.
3
Ghysels, Eric
3
Giglio, Stefano
3
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9
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Discussion paper / Centre for Economic Policy Research
111
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92
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87
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22
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15
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9
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2
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ECONIS (ZBW)
348
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51
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348
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51
A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Engel, Charles
;
Kazakova, Ekaterina
;
Wang, Mengqi
; …
-
2021
Persistent link: https://www.econbiz.de/10012486465
Saved in:
52
The constraint on public debt when r < g but g < m
Reis, Ricardo
-
2021
Persistent link: https://www.econbiz.de/10012493280
Saved in:
53
Measuring market expectations
Baumeister, Christiane
-
2021
Persistent link: https://www.econbiz.de/10012613628
Saved in:
54
Exchange rate disconnect and the general equilibrium puzzle
Chen, Yu-chin
;
Fujiwara, Ippei
;
Hirose, Yasuo
-
2021
Persistent link: https://www.econbiz.de/10012619664
Saved in:
55
Credit risk in a pandemic
Byström, Hans N. E.
-
2021
Persistent link: https://www.econbiz.de/10012698553
Saved in:
56
Collateral framework : liquidity premia and multiple equilibria
Lengwiler, Yvan
;
Orphanides, Athanasios
-
2021
Persistent link: https://www.econbiz.de/10012500038
Saved in:
57
Media sentiment and currency reversals
Filippou, Ilias
;
Taylor, Mark P.
;
Wang, Zigan
-
2021
Persistent link: https://www.econbiz.de/10012500052
Saved in:
58
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2021
Persistent link: https://www.econbiz.de/10012502051
Saved in:
59
Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Schrimpf, Andreas
-
2021
Persistent link: https://www.econbiz.de/10012586640
Saved in:
60
Test assets and weak factors
Giglio, Stefano
;
Xiu, Dacheng
;
Zhang, Dake
-
2021
Persistent link: https://www.econbiz.de/10012587978
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