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~isPartOf:"Journal of financial econometrics"
~subject:"Kreditrisiko"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Kreditrisiko
Volatilität
Risikoprämie
21
Risk premium
21
Capital income
7
Estimation
7
Estimation theory
7
Kapitaleinkommen
7
Schätztheorie
7
Schätzung
7
Volatility
7
CAPM
5
Forecasting model
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Prognoseverfahren
5
Robust statistics
5
Robustes Verfahren
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Yield curve
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Zinsstruktur
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Börsenkurs
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Option pricing theory
4
Optionspreistheorie
4
Risiko
4
Risk
4
Sampling
4
Share price
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
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Statistischer Test
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Stichprobenerhebung
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Credit risk
3
Stochastic process
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Stochastischer Prozess
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
CDS spreads
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Aufsatz in Zeitschrift
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English
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Alessi, Lucia
1
Alitab, Dario
1
Balduzzi, Pierluigi
1
Barunik, Jozef
1
Berardi, Andrea
1
Bormetti, Giacomo
1
Corsi, Fulvio
1
Fallahgoul, Hasan
1
Hansen, Peter Reinhard
1
Huang, Zhuo
1
Hugonnier, Julien
1
Joe, Harry
1
Kölbel, Julian
1
Leippold, Markus
1
Li, Guofu
1
Majewski, Adam A.
1
Mancini, Loriano
1
Nadler, Philip
1
Nevrla, Matĕj
1
Osterrieder, Daniela
1
Pan, Shenyi
1
Plazzi, Alberto
1
Rillaerts, Jordy
1
Sancetta, Alessio
1
Savona, Roberto
1
Tong, Chen
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
Wang, Qian
1
Wang, Tianyi
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Journal of financial econometrics
Journal of banking & finance
77
Journal of financial economics
63
Finance research letters
40
Journal of empirical finance
38
International review of economics & finance : IREF
37
International review of financial analysis
35
Journal of international money and finance
33
Journal of international financial markets, institutions & money
30
The North American journal of economics and finance : a journal of financial economics studies
26
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The review of financial studies
21
The journal of finance : the journal of the American Finance Association
20
Applied economics
19
Review of quantitative finance and accounting
19
The journal of futures markets
19
Journal of financial markets
18
Economic modelling
16
Energy economics
16
Journal of econometrics
16
Pacific-Basin finance journal
16
Research in international business and finance
16
The journal of fixed income
16
Journal of financial stability
15
Journal of risk and financial management : JRFM
15
Journal of economic dynamics & control
14
Review of finance : journal of the European Finance Association
14
The European journal of finance
14
Applied financial economics
13
Journal of financial and quantitative analysis : JFQA
12
Applied economics letters
11
Economics letters
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International journal of theoretical and applied finance
10
Journal of monetary economics
10
The quarterly journal of finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The journal of credit risk : published quarterly by Incisive Media
8
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ECONIS (ZBW)
10
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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
Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Kölbel, Julian
;
Leippold, Markus
;
Rillaerts, Jordy
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 30-69
Persistent link: https://www.econbiz.de/10014526303
Saved in:
3
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:
4
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:
5
Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads
Balduzzi, Pierluigi
;
Savona, Roberto
;
Alessi, Lucia
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1728-1758
Persistent link: https://www.econbiz.de/10014444728
Saved in:
6
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
7
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:
8
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:
9
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:
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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