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~isPartOf:"Applied mathematical finance"
~subject:"Risk premium"
~type_genre:"Article in journal"
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Risk premium
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Bouchaud, Jean-Philippe
1
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Applied mathematical finance
Journal of banking & finance
51
Journal of financial economics
40
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22
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The review of financial studies
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly journal of finance
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Applied economics
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Economics letters
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Journal of international economics
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Journal of monetary economics
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Research in international business and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Applied economics letters
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets review
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International journal of central banking : IJCB
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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The American economic review
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Emerging markets, finance and trade : EMFT
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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:
2
Skewness term-structure tests
Lehnert, Thorsten
;
Lin, Yuehao
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
Saved in:
3
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
4
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
Saved in:
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