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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~subject:"Kapitaleinkommen"
~subject:"Risk premium"
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Kapitaleinkommen
Risk premium
Estimation
686
Schätzung
685
Volatility
176
Volatilität
176
Theorie
161
Theory
161
Börsenkurs
146
Share price
146
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141
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127
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46
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44
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43
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43
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42
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42
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41
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Wohar, Mark E.
4
Brooks, Robert
3
Gupta, Rangan
3
Wang, Yudong
3
Balcilar, Mehmet
2
Bissoondoyal-Bheenick, Emawtee
2
Caporin, Massimiliano
2
Chen, Mei-Ping
2
Das, Debojyoti
2
Do, Hung Xuan
2
Hueng, C. James
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Lee, Doowon
2
Lee, Hyunchul
2
McAleer, Michael
2
Rubio, Gonzalo
2
Salisu, Afees A.
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Todorova, Neda
2
Wang, Jianqiu
2
Wu, Ke
2
Zhong, Angel
2
Zhu, Min
2
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1
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1
Aktürk, Halit
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
Arakelyan, Armen
1
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1
Asai, Manabu
1
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1
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1
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International review of economics & finance : IREF
The journal of futures markets
Finance research letters
167
Journal of banking & finance
167
Journal of financial economics
146
International review of financial analysis
144
Journal of empirical finance
138
NBER working paper series
127
Working paper / National Bureau of Economic Research, Inc.
121
Applied economics
111
Applied financial economics
103
NBER Working Paper
98
Journal of international financial markets, institutions & money
97
The North American journal of economics and finance : a journal of financial economics studies
96
Economic modelling
95
Applied economics letters
94
Journal of international money and finance
75
The European journal of finance
73
Pacific-Basin finance journal
72
Research in international business and finance
71
Review of quantitative finance and accounting
66
Journal of econometrics
58
Management science : journal of the Institute for Operations Research and the Management Sciences
57
Working paper
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
International journal of finance & economics : IJFE
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
The journal of finance : the journal of the American Finance Association
48
Discussion paper / Centre for Economic Policy Research
46
Research paper series / Swiss Finance Institute
46
CESifo working papers
45
Economics letters
45
Journal of financial markets
43
Journal of risk and financial management : JRFM
43
Energy economics
42
International journal of economics and finance
42
Discussion papers / CEPR
41
Finance and economics discussion series
41
Journal of financial and quantitative analysis : JFQA
38
Cogent economics & finance
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
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ECONIS (ZBW)
161
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
7
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
8
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
9
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
10
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
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