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~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Equity-Premium-Puzzle"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Risikoprämien-Puzzle"
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Equity-Premium-Puzzle
Equity premium puzzle
7
CAPM
4
Capital income
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Risikoaversion
3
Risk aversion
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Welt
3
World
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Currency speculation
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Exchange rate risk
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Interest rate parity
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Portfolio selection
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Risiko
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Risk
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Theorie
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Theory
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USA
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United States
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Währungsrisiko
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Währungsspekulation
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Yield curve
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Zinsparität
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Zinsstruktur
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forward premium puzzle
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1929-2008
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1959-2001
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1985-2006
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ARCH-Modell
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Business cycle
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China
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Bernoth, Kerstin
1
Breedon, Francis J.
1
Clark, Ephraim
1
Hagen, Jürgen von
1
Ma, Jun
1
Pardo, Cristian
1
Qiao, Zhuo
1
Rime, Dagfinn
1
Sing, Tien-foo
1
Vitale, Paolo
1
Vries, Casper G. de
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Zhang, Qiang
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Journal of money, credit and banking : JMCB
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
29
Discussion paper / Department of Business and Management Science
15
Finance research letters
12
Discussion paper / Centre for Economic Policy Research
10
Journal of economic dynamics & control
10
Journal of financial economics
10
International review of economics & finance : IREF
8
The review of financial studies
8
Journal of monetary economics
7
Economics letters
6
Ensaios econômicos
6
Finance and economics discussion series
6
Fisher College of Business working paper series
5
Journal of banking & finance
5
Journal of international money and finance
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Research paper series / Swiss Finance Institute
5
Working papers / Rodney L. White Center for Financial Research
5
Discussion papers / CEPR
4
Quantitative economics : QE ; journal of the Econometric Society
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Working paper
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Annals of financial economics
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Applied financial economics
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CESifo working papers
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ERID working paper
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Economic modelling
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Journal of empirical finance
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Journal of international financial markets, institutions & money
3
Journal of political economy
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Review of economic dynamics
3
Review of quantitative finance and accounting
3
The journal of finance : the journal of the American Finance Association
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Working papers in economics and statistics
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American economic journal : a journal of the American Economic Association
2
Annals of finance
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Applied economics
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Applied economics letters
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Applied financial economics letters
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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ECONIS (ZBW)
7
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
Mortgage payments and equity premium puzzle
Sing, Tien-foo
;
Zou, Yiheng
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 376-388
Persistent link: https://www.econbiz.de/10014249158
Saved in:
3
The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim
;
Qiao, Zhuo
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
Saved in:
4
Carry trades, order flow, and the forward bias puzzle
Breedon, Francis J.
;
Rime, Dagfinn
;
Vitale, Paolo
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
6
,
pp. 1113-1134
Persistent link: https://www.econbiz.de/10011707918
Saved in:
5
Long-run risk and its implications for the equity premium puzzle : new evidence from a multivariate framework
Ma, Jun
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10009715107
Saved in:
6
Risk aversion and business cycles : an empirical analysis
Pardo, Cristian
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 413-426
Persistent link: https://www.econbiz.de/10009700544
Saved in:
7
Human capital, weak identification, and asset pricing
Zhang, Qiang
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
4
,
pp. 873-899
Persistent link: https://www.econbiz.de/10003343651
Saved in:
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