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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial economics"
~subject:"Risikoprämie"
~subject:"USA"
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Risikoprämie
USA
Derivat
204
Derivative
204
Theorie
133
Theory
133
United States
93
Option pricing theory
92
Optionspreistheorie
92
Hedge fund
61
Hedgefonds
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60
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Interest rate derivative
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Zinsderivat
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Barone-Adesi, Giovanni
4
Chance, Don M.
3
Park, Hun Y.
3
Whaley, Robert E.
3
Benth, Fred Espen
2
Fabozzi, Frank J.
2
Jacobs, Kris
2
Lo, Andrew W.
2
Ma, Christopher K.
2
Minton, Bernadette A.
2
Oldfield, George S.
2
Overdahl, James A.
2
Rao, Ramesh P.
2
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2
Ronn, Ehud I.
2
Schneeweis, Thomas
2
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2
Scott, Louis O.
2
Seale, William E.
2
Smirlock, Michael L.
2
Tucker, Alan L.
2
Aggarwal, Raj
1
Ahmadi, Hamid Z.
1
Amin, Kaushik I.
1
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1
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1
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1
Arnold, Marc
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
Bouchaud, Jean-Philippe
1
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1
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
Journal of financial economics
The journal of futures markets
540
The journal of finance : the journal of the American Finance Association
91
Journal of banking & finance
90
The review of financial studies
88
Working paper / National Bureau of Economic Research, Inc.
85
Journal of financial and quantitative analysis : JFQA
67
Energy economics
61
Applied financial economics
47
Journal of international money and finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
International review of financial analysis
36
Review of futures markets
35
The journal of alternative investments
33
The journal of fixed income
32
International review of economics & finance : IREF
31
NBER working paper series
31
Discussion paper / Centre for Economic Policy Research
29
The journal of business : B
29
American journal of agricultural economics
28
Journal of empirical finance
28
Working paper
28
Journal of international financial markets, institutions & money
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
NBER Working Paper
24
The financial review : the official publication of the Eastern Finance Association
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of money, credit and banking : JMCB
21
Review of quantitative finance and accounting
21
The journal of financial research
21
The journal of structured finance
21
Applied economics
20
Economic review
16
Global finance journal
16
Journal of agricultural and applied economics
16
Economics letters
15
Finance and economics discussion series
15
International journal of theoretical and applied finance
14
Econometric Institute research papers
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ECONIS (ZBW)
111
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
3
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
4
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
5
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
6
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
7
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
8
What does
futures
market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.
;
Yogo, Motohiro
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10009666813
Saved in:
9
Crash-neutral currency carry trades
Jurek, Jakub W.
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 325-347
Persistent link: https://www.econbiz.de/10010495135
Saved in:
10
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
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