//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Risikoprämie"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikoprämie
31
Risk premium
31
Estimation
13
Schätzung
13
Theorie
13
Theory
13
Capital income
12
Kapitaleinkommen
12
Volatility
8
Volatilität
8
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Anleihe
5
Bond
5
Option trading
5
Optionsgeschäft
5
Option pricing theory
4
Optionspreistheorie
4
ARCH model
3
ARCH-Modell
3
Erwartungsbildung
3
Expectation formation
3
Index futures
3
Index-Futures
3
Risiko
3
Risk
3
Schock
3
Shock
3
USA
3
United States
3
Aktienoption
2
Bond market
2
Business cycle
2
Capital market returns
2
Disaster
2
more ...
less ...
Online availability
All
Free
31
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
31
Author
All
Andreasen, Martin Møller
6
Todorov, Viktor
6
Christoffersen, Peter F.
5
Andersen, Torben
4
Fusari, Nicola
4
Bollerslev, Tim
3
Rombouts, Jeroen V. K.
3
Stentoft, Lars
3
Jacobs, Kris
2
Karoui, Mehdi
2
Møller, Stig Vinther
2
Posch, Olaf
2
Schrimpf, Andreas
2
Violante, Francesco
2
Casas, Isabel
1
Christensen, Jens H. E.
1
Dick, Christian D.
1
Du, Du
1
Elkamhi, Redouane
1
Engsted, Tom
1
Eriksen, Jonas Nygaard
1
Fournier, Mathieu
1
Goyenko, Ruslan
1
Irarrazabal, Alfonso
1
Jørgensen, Kasper
1
Mao, Xiuping
1
Meldrum, Andrew
1
Nielsen, Ole Linnemann
1
Osterrieder, Daniela
1
Pan, Xuhui
1
Parra-Alvarez, Juan Carlos
1
Posselt, Anders Merrild
1
Rangvid, Jesper
1
Riddell, Simon
1
Sander, Magnus
1
Schmeling, Maik
1
Schotman, Peter C.
1
Sizova, Natalia
1
Tauchen, George Eugene
1
Veiga, Helena
1
more ...
less ...
Published in...
All
CREATES research paper
NBER working paper series
307
Working paper / National Bureau of Economic Research, Inc.
275
NBER Working Paper
243
Journal of banking & finance
210
Journal of financial economics
201
Finance research letters
145
The review of financial studies
137
Journal of international money and finance
133
Discussion paper / Centre for Economic Policy Research
118
Journal of empirical finance
105
International review of economics & finance : IREF
100
The journal of finance : the journal of the American Finance Association
97
International review of financial analysis
96
Discussion papers / CEPR
92
Journal of international financial markets, institutions & money
85
Economics letters
80
Working paper
77
Research paper series / Swiss Finance Institute
70
Applied economics
69
Applied financial economics
68
Journal of financial and quantitative analysis : JFQA
67
Journal of economic dynamics & control
66
Finance and economics discussion series
64
The North American journal of economics and finance : a journal of financial economics studies
62
Energy economics
61
Working paper series / European Central Bank
60
Journal of monetary economics
58
ECB Working Paper
57
Management science : journal of the Institute for Operations Research and the Management Sciences
57
Pacific-Basin finance journal
56
Economic modelling
55
The journal of futures markets
55
CESifo working papers
54
Review of finance : journal of the European Finance Association
51
Applied economics letters
47
IMF working papers
45
Staff reports / Federal Reserve Bank of New York
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial markets
42
Discussion paper
40
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
2
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
3
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
4
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
5
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
6
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
7
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
8
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
9
Variance swap payoffs, risk premia and extreme market conditions
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011706023
Saved in:
10
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011706202
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->