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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of monetary economics"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Forecasting model
Risikoprämie
123
Risk premium
123
Theorie
74
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74
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56
Capital income
38
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38
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Aufsatz in Zeitschrift
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11
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Long, Huaigang
2
Zaremba, Adam
2
Bernales, Alejandro
1
Bianchi, Robert
1
Cakici, Nusret
1
Chen, Louisa
1
Chiah, Mardy
1
Fan, Xiaoyun
1
Granziera, Eleonora
1
Guo, Bin
1
Görtz, Christoph
1
Li, Jun
1
Pakoš, Michal
1
Piazzesi, Monika
1
Roberds, William
1
Sihvonen, Markus
1
Swanson, Eric T.
1
Umar, Zaghum
1
Valenzuela, Marcela
1
Wang, Huijun
1
Whiteman, Charles H.
1
Yang, Minxian
1
Yeromonahos, Mallory
1
Yu, Jianfeng
1
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1
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Journal of economic dynamics & control
Journal of monetary economics
Finance research letters
30
Journal of financial economics
30
Journal of banking & finance
25
Journal of empirical finance
23
Journal of econometrics
13
Journal of financial markets
13
Journal of international money and finance
12
International review of financial analysis
11
The review of financial studies
11
Energy economics
10
International journal of forecasting
10
International review of economics & finance : IREF
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Applied economics
8
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Pacific-Basin finance journal
7
Review of finance : journal of the European Finance Association
7
The journal of futures markets
7
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
European financial management : the journal of the European Financial Management Association
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics
5
Journal of international financial markets, institutions & money
5
Quantitative finance
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Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
11
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1
Bonds, currencies and expectational errors
Granziera, Eleonora
;
Sihvonen, Markus
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532367
Saved in:
2
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
3
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
4
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
5
Aggregate expected investment growth and stock market returns
Li, Jun
;
Wang, Huijun
;
Yu, Jianfeng
- In:
Journal of monetary economics
117
(
2021
),
pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
Saved in:
6
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:
7
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
8
Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
9
Long-run risk and hidden growth persistence
Pakoš, Michal
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1911-1928
Persistent link: https://www.econbiz.de/10009786057
Saved in:
10
Futures prices as risk-adjusted forecasts of monetary policy
Piazzesi, Monika
;
Swanson, Eric T.
- In:
Journal of monetary economics
55
(
2008
)
4
,
pp. 677-691
Persistent link: https://www.econbiz.de/10003764351
Saved in:
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