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~isPartOf:"CREATES research paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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Search: subject:"Risikoprämie"
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Börsenkurs
Kapitaleinkommen
Risikoprämie
368
Risk premium
367
Theorie
154
Theory
154
USA
113
United States
113
Capital income
94
CAPM
86
Estimation
75
Schätzung
75
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62
Volatility
53
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Bekaert, Geert
5
Campbell, John Y.
5
Bansal, Ravi
4
Bollerslev, Tim
4
Ludvigson, Sydney C.
4
Wachter, Jessica
4
Andreasen, Martin Møller
3
Gupta, Rangan
3
Harvey, Campbell R.
3
Ng, Serena
3
Piazzesi, Monika
3
Todorov, Viktor
3
Abel, Andrew B.
2
Andersen, Torben
2
Ang, Andrew
2
Chen, Long
2
Chernov, Mikhail
2
Chiang, Thomas C.
2
Christoffersen, Peter F.
2
Cochrane, John H.
2
Dew-Becker, Ian
2
Engstrom, Eric
2
Farhi, Emmanuel
2
Farmer, Roger E. A.
2
Giglio, Stefano
2
Hu, Duni
2
Jung, Hojin
2
Kang, Hankil
2
Kiku, Dana
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kogan, Leonid
2
Longstaff, Francis A.
2
Lustig, Hanno
2
Mark, Nelson C.
2
Mehra, Rajnish
2
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2
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CREATES research paper
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Journal of financial economics
113
NBER working paper series
99
Finance research letters
77
Journal of banking & finance
77
NBER Working Paper
74
Journal of empirical finance
51
International review of economics & finance : IREF
42
International review of financial analysis
40
The review of financial studies
39
Pacific-Basin finance journal
38
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34
Journal of financial markets
32
Discussion paper / Centre for Economic Policy Research
31
Discussion papers / CEPR
31
Journal of international financial markets, institutions & money
31
Research paper series / Swiss Finance Institute
30
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28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of finance : the journal of the American Finance Association
27
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26
Journal of financial and quantitative analysis : JFQA
24
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23
Finance and economics discussion series
22
Applied economics letters
21
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Review of finance : journal of the European Finance Association
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Economics letters
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The European journal of finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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ECONIS (ZBW)
133
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
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2
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
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3
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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4
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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5
Which stock price component drives the Amihud illiquidity premium?
Kim, Jinyong
;
Kim, Yongsik
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014246958
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6
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
7
The variance risk premium in equilibrium models
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
-
2020
Persistent link: https://www.econbiz.de/10012232680
Saved in:
8
Event-day options
Wright, Jonathan H.
-
2020
Persistent link: https://www.econbiz.de/10012424312
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9
The risk-return relation in the corporate loan market
Duran, Miguel A.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013449103
Saved in:
10
Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
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