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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of financial studies"
~language:"eng"
~person:"D'Amico, Stefania"
~person:"Sarno, Lucio"
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Search: subject:"Risikoprämie"
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Risikoprämie
4
Risk premium
4
Estimation
2
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D'Amico, Stefania
Sarno, Lucio
Zhou, Hao
5
Chernov, Mikhail
4
Driessen, Joost
3
Green, Richard C.
3
Jacobs, Kris
3
Lochstoer, Lars A.
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Naik, Vasanttilak
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2
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2
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2
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2
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2
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2
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2
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Journal of financial and quantitative analysis : JFQA
The review of financial studies
Discussion papers / CEPR
6
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5
Journal of financial economics
5
EMG working paper series
3
FEDS Working Paper
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FRB of Chicago Working Paper
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Finance and economics discussion series
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International journal of central banking : IJCB
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Research handbook of financial markets
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Review of finance : journal of the European Finance Association
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The journal of finance : the journal of the American Finance Association
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Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting
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ECONIS (ZBW)
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Currency risk premiums redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
The review of financial studies
37
(
2024
)
2
,
pp. 356-408
Persistent link: https://www.econbiz.de/10014528715
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2
Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
Saved in:
3
Currency premia and global imbalances
Della Corte, Pasquale
;
Riddiough, Steven J.
;
Sarno, Lucio
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2161-2193
Persistent link: https://www.econbiz.de/10011578989
Saved in:
4
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
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