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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Volatilität
Risikoprämie
87
Risk premium
87
Theorie
40
Theory
40
CAPM
38
Capital income
29
Kapitaleinkommen
29
Estimation
22
Schätzung
22
Risiko
19
Risk
19
Yield curve
19
Zinsstruktur
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17
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13
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Börsenkurs
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Stochastischer Prozess
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Option pricing theory
10
Optionspreistheorie
10
Credit risk
9
Estimation theory
9
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9
Schätztheorie
9
Equity premium
7
Business cycle
6
Credit derivative
6
Equity premium puzzle
6
Equity-Premium-Puzzle
6
Financial crisis
6
Finanzkrise
6
Kreditderivat
6
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6
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Aufsatz in Zeitschrift
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English
17
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Alitab, Dario
1
Barunik, Jozef
1
Berardi, Andrea
1
Bernales, Alejandro
1
Bianchi, Daniele
1
Bormetti, Giacomo
1
Bu, Di
1
Cai, Ning
1
Chen, Louisa
1
Corsi, Fulvio
1
Fallahgoul, Hasan
1
Gollier, Christian
1
Hansen, Peter Reinhard
1
He, Yunhao
1
Huang, Zhuo
1
Hugonnier, Julien
1
Larsen, Linda Sandris
1
Leippold, Markus
1
Liao, Yin
1
Majewski, Adam A.
1
Mancini, Loriano
1
Munk, Claus
1
Nadler, Philip
1
Nevrla, Matĕj
1
Osterrieder, Daniela
1
Pakoš, Michal
1
Plazzi, Alberto
1
Sancetta, Alessio
1
Sun, Lihua
1
Tong, Chen
1
Valenzuela, Marcela
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
Wang, Tianyi
1
Xu, Shaofeng
1
Yang, Minxian
1
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Journal of economic dynamics & control
Journal of financial econometrics
Journal of banking & finance
48
Journal of financial economics
42
Finance research letters
25
Journal of empirical finance
25
International review of economics & finance : IREF
22
International review of financial analysis
21
Journal of international money and finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of futures markets
16
The review of financial studies
16
Energy economics
15
Journal of econometrics
14
The journal of finance : the journal of the American Finance Association
14
Journal of financial markets
13
Journal of international financial markets, institutions & money
13
Applied economics
11
Applied financial economics
10
Economic modelling
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Pacific-Basin finance journal
10
Journal of financial and quantitative analysis : JFQA
9
Review of quantitative finance and accounting
9
Applied economics letters
8
Economics letters
8
Journal of risk and financial management : JRFM
8
Review of finance : journal of the European Finance Association
8
The European journal of finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The quarterly journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
Journal of monetary economics
6
Annals of finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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ECONIS (ZBW)
17
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17
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
4
Risk premia and Lévy jumps : theory and evidence
Fallahgoul, Hasan
;
Hugonnier, Julien
;
Mancini, Loriano
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 810-851
Persistent link: https://www.econbiz.de/10014314823
Saved in:
5
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
6
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
7
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
8
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
Saved in:
9
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
10
Inflation risk premia, yield volatility, and macro factors
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012054457
Saved in:
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