//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"SIFR Research Report Series"
~isPartOf:"The review of financial studies"
~person:"Jacobs, Kris"
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:"Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
5
Risk premium
5
USA
3
United States
3
Aktienoption
2
CAPM
2
Capital income
2
Commodity derivative
2
Kapitaleinkommen
2
Rohstoffderivat
2
Stock option
2
Theorie
2
Theory
2
Volatility
2
Yield curve
2
Zinsstruktur
2
1996-2010
1
2001-2010
1
2004-2012
1
Angebot
1
Beta risk
1
Betafaktor
1
Commodities
1
Consumption-based asset pricing model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Demand
1
Demand Pressure
1
Economic determinants
1
Electric power industry
1
Electricity
1
Electricity futures
1
Elektrizität
1
Elektrizitätswirtschaft
1
Energiemarkt
1
Energy
1
Energy market
1
Equity premium puzzle
1
Equity-Premium-Puzzle
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
1
Author
All
Jacobs, Kris
Norden, Lars
10
Saunders, Anthony
10
Hasan, Iftekhar
9
Altman, Edward I.
8
Faff, Robert W.
8
Fiordelisi, Franco
8
Weiß, Gregor
8
Bali, Turan G.
7
Daníelsson, Jón
7
Delēs, Manthos D.
7
Liao, Hsien-hsing
7
Ongena, Steven
7
Perraudin, William R. M.
7
Prokopczuk, Marcel
7
Rösch, Daniel
7
Longstaff, Francis A.
6
Pérignon, Christophe
6
Sarno, Lucio
6
Tabak, Benjamin Miranda
6
Uhrig-Homburg, Marliese
6
Weber, Martin
6
Zhou, Hao
6
Berger, Allen N.
5
Bhamra, Harjoat Singh
5
Chen, Hui
5
Chen, Tsung-kang
5
Driessen, Joost
5
Duan, Jin-Chuan
5
Ellis, Luci
5
Gouriéroux, Christian
5
Jarrow, Robert A.
5
Levy, Haim
5
Lobo, Gerald J.
5
Lucas, André
5
Moshirian, Fariborz
5
Pedersen, Lasse Heje
5
Skiadopoulos, George
5
Tarazi, Amine
5
Wachter, Jessica
5
more ...
less ...
Institution
All
Institute for Financial Research (SIFR)
1
Published in...
All
Journal of banking & finance
SIFR Research Report Series
The review of financial studies
CIRANO Working Papers
8
CREATES Research Papers
3
CREATES research paper
3
Journal of financial economics
3
Journal of Financial Economics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Management Science
2
Review of finance : journal of the European Finance Association
2
Rotman School of Management Working Paper
2
Computing in Economics and Finance 2005
1
Finance Down Under 2019 Building on the Best from the Cellars of Finance
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Journal of Banking & Finance
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Midwest Finance Association 2012 Annual Meetings Paper
1
Review of asset pricing studies
1
Review of asset pricing studies : RAPS
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
Working paper
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
RePEc
1
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option returns,
risk
premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
2
Supply, demand, and
risk
premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
3
Market incompleteness and the equity premium puzzle : evidence from state-level data
Jacobs, Kris
;
Pallage, Stéphane J.
;
Robe, Michel A.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 378-388
Persistent link: https://www.econbiz.de/10009705649
Saved in:
4
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
5
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
6
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
7
The Determinants of Credit Default Swap Premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo-Helfenberger, Rodolfo
-
Institute for Financial Research (SIFR)
-
2004
theoretical determinants of default
risk
and actual market premia using linear regression. These theoretical determinants are firm …
Persistent link: https://www.econbiz.de/10005651562
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->