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~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risk premium"
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Search: subject_exact:"Volatility"
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Risk premium
Volatility
1,098
Volatilität
1,097
Börsenkurs
404
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404
Capital income
338
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338
Stock market
282
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84
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Bollerslev, Tim
4
Todorov, Viktor
4
Gupta, Rangan
3
Qadan, Mahmoud
3
Chiang, Thomas C.
2
Christoffersen, Peter F.
2
Della Corte, Pasquale
2
Ermolov, Andrey
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Ornthanalai, Chayawat
2
Renò, Roberto
2
Sarno, Lucio
2
Shuval, Kerem
2
Wohar, Mark E.
2
An, Jiyoun
1
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1
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1
Balcilar, Mehmet
1
Bandi, F. M.
1
Barber, Brad M.
1
Bardgett, Chris
1
Barinov, Alexander
1
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1
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1
Bekiros, Stelios
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
Chen, Che-Ying
1
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1
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1
Chen, Zhanhui
1
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1
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Finance research letters
Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
48
NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
29
Journal of empirical finance
25
International review of economics & finance : IREF
22
NBER Working Paper
22
International review of financial analysis
21
Research paper series / Swiss Finance Institute
19
Journal of international money and finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of futures markets
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The review of financial studies
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Energy economics
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Journal of econometrics
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The journal of finance : the journal of the American Finance Association
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13
Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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10
Discussion paper / Centre for Economic Policy Research
10
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10
Journal of economic dynamics & control
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Pacific-Basin finance journal
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Staff reports / Federal Reserve Bank of New York
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Working papers / Rodney L. White Center for Financial Research
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Journal of financial and quantitative analysis : JFQA
9
Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Applied economics letters
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CREATES research paper
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Economics letters
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
84
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84
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1
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
2
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
3
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu
;
Liu, Zezhong
;
Wang, Chunfeng
;
Palma, Alessia
; …
- In:
Finance research letters
63
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
Saved in:
4
Is the Kimchi premium a speculative bubble?
Ok, Hyunmin
;
Kim, Jinyong
;
Kim, Yongsik
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
Saved in:
5
Unrealized return dispersion and the equity risk premium
Qiao, Kenan
;
Ji, Zhehan
;
Xie, Haibin
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581656
Saved in:
6
Funding liquidity risk and the volatility of US municipal green bonds during the COVID-19 pandemic
Kocaarslan, Baris
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014632162
Saved in:
7
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Retail attention and the FOMC equity premium
Monaco, Eleonora
;
Murgia, Lucia Milena
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472313
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