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~isPartOf:"Finance and economics discussion series"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research memorandum / Faculty of Economics, Limburg University"
~person:"Azad, A. S. M. Sohel"
~person:"Bali, Turan G."
~person:"Dai, Min"
~person:"Wolff, Christiaan Cornelis Petrus"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"Risikoprämie"
~subject:"Risk premium"
~subject:"Share price"
~subject:"USA"
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Kreditrisiko
Prognoseverfahren
Risikoprämie
Risk premium
Share price
USA
Theorie
6
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6
Capital income
5
Kapitaleinkommen
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5
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1926-2010
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Azad, A. S. M. Sohel
Bali, Turan G.
Dai, Min
Wolff, Christiaan Cornelis Petrus
Zhou, Hao
11
Almeida, Caio
6
Ardison, Kym
6
Garcia, René
6
Vicente, Jose
6
Bollerslev, Tim
4
Kim, Don H.
4
Trojani, Fabio
4
Wei, Min
4
Wright, Jonathan H.
4
Batten, Jonathan A.
3
Bekaert, Geert
3
D'Amico, Stefania
3
Engstrom, Eric
3
Feunou, Bruno
3
Jahan-Parvar, Mohammad R.
3
Nonejad, Nima
3
Tauchen, George Eugene
3
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3
Avino, Davide
2
Blenman, Lloyd P.
2
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2
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2
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2
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2
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2
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Finance and economics discussion series
International review of financial analysis
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Research memorandum / Faculty of Economics, Limburg University
Georgetown McDonough School of Business Research Paper
4
Economics letters
3
Journal of financial economics
3
Applied financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international financial markets, institutions & money
2
Koç University - TÜSİAD Economic Research Forum working paper series
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Research in international business and finance
2
AFA 2013 San Diego Meetings Paper
1
China finance review international
1
Discussion paper / Center for Economic Research, Tilburg University
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
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1
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Journal of the Japanese and international economies : an international journal ; JJIE
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LSF research working paper series
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Sixth Singapore International Conference on Finance 2012 Paper
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ECONIS (ZBW)
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1
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
2
Skewness risk premium : theory and empirical evidence
Lin, Yuehao
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
International review of financial analysis
63
(
2019
),
pp. 174-185
Persistent link: https://www.econbiz.de/10012207438
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
6
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
7
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
8
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
9
Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
10
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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