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~isPartOf:"The review of financial studies"
~person:"Jacobs, Kris"
~person:"Sarno, Lucio"
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Risikoprämie
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Jacobs, Kris
Sarno, Lucio
Longstaff, Francis A.
6
Bhamra, Harjoat Singh
5
Chen, Hui
5
Pedersen, Lasse Heje
5
Wachter, Jessica
5
Acharya, Viral V.
4
Bansal, Ravi
4
Croce, Mariano M.
4
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4
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4
He, Zhiguo
4
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4
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4
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4
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4
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4
Uppal, Raman
4
Wang, Tan
4
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3
Chernov, Mikhail
3
Christoffersen, Peter F.
3
Collin-Dufresne, Pierre
3
Delikouras, Stefanos
3
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3
Duffie, Darrell
3
Engle, Robert F.
3
Ericsson, Jan
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3
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3
Hanson, Samuel G.
3
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3
Johannes, Michael
3
Joslin, Scott
3
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3
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3
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Institute for Financial Research (SIFR)
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SIFR Research Report Series
The review of financial studies
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8
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7
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6
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6
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Handbook of Economic Forecasting : volume 2, part A
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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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1
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
Saved in:
2
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:
3
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
4
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
5
Currency value
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 416-441
Persistent link: https://www.econbiz.de/10011746100
Saved in:
6
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
7
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
Saved in:
8
The Determinants of Credit Default Swap Premia
Ericsson, Jan
;
Jacobs, Kris
;
Oviedo-Helfenberger, Rodolfo
-
Institute for Financial Research (SIFR)
-
2004
theoretical determinants of default
risk
and actual market premia using linear regression. These theoretical determinants are firm …
Persistent link: https://www.econbiz.de/10005651562
Saved in:
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