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~isPartOf:"The quarterly journal of finance"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Zinsstruktur
Risikoprämie
25
Risk premium
25
Yield curve
12
Capital income
11
Kapitaleinkommen
11
Theorie
8
Theory
8
Volatility
7
Volatilität
7
Estimation
6
Schätzung
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CAPM
4
Corporate bond
4
Forecasting model
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Geldpolitik
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Monetary policy
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Prognoseverfahren
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Unternehmensanleihe
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Anleihe
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Bond
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Börsenkurs
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Credit risk
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Kreditrisiko
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Allgemeines Gleichgewicht
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Aufsatz in Zeitschrift
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12
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English
12
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Christensen, Jens H. E.
1
Duffee, Greg
1
Ericsson, Jan
1
Feldhütter, Peter
1
Gallmeyer, Michael F.
1
Guo, Hui
1
Hollifield, Burton
1
Jarrow, Robert A.
1
Li, Hao
1
Liu, Rui
1
López, José A.
1
Maio, Paulo
1
Mueller, Philippe
1
Palomino, Francisco
1
Reneby, Joel
1
Shultz, Patrick J.
1
Sierra, Jesus
1
Stanton, Richard
1
Tran, Ngoc-Khanh
1
Vedolin, Andrea
1
Wang, Hao
1
Zhou, Hao
1
Zin, Stanley E.
1
Zoubi, Haitham al-
1
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The quarterly journal of finance
Journal of banking & finance
51
Journal of financial economics
40
Journal of international money and finance
28
International review of economics & finance : IREF
24
Finance research letters
23
Journal of empirical finance
22
International review of financial analysis
19
The journal of fixed income
19
Journal of international financial markets, institutions & money
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of money, credit and banking : JMCB
15
Review of finance : journal of the European Finance Association
15
The review of financial studies
15
Journal of economic dynamics & control
14
The journal of finance : the journal of the American Finance Association
14
International journal of theoretical and applied finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Economics letters
10
Journal of international economics
10
Journal of monetary economics
10
Research in international business and finance
10
Applied financial economics
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of financial markets
9
Applied economics letters
8
Economic modelling
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Emerging markets review
7
International journal of central banking : IJCB
7
International journal of finance & economics : IJFE
7
Pacific-Basin finance journal
7
The American economic review
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
Energy economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
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ECONIS (ZBW)
12
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1
ICAPM and the accruals anomaly
Guo, Hui
;
Maio, Paulo
- In:
The quarterly journal of finance
10
(
2020
)
3
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012627377
Saved in:
2
Is there an on-the-run premium in TIPS?
Christensen, Jens H. E.
;
López, José A.
;
Shultz, …
- In:
The quarterly journal of finance
10
(
2020
)
2
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012423565
Saved in:
3
Forecasting bond risk premia with unspanned macroeconomic information
Liu, Rui
- In:
The quarterly journal of finance
9
(
2019
)
1
,
pp. 1-62
Persistent link: https://www.econbiz.de/10012029073
Saved in:
4
The functional stochastic discount factor
Tran, Ngoc-Khanh
- In:
The quarterly journal of finance
9
(
2019
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012183345
Saved in:
5
Short-run bond risk premia
Mueller, Philippe
;
Vedolin, Andrea
;
Zhou, Hao
- In:
The quarterly journal of finance
9
(
2019
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012166887
Saved in:
6
Term premium dynamics and the Taylor rule
Gallmeyer, Michael F.
;
Hollifield, Burton
;
Palomino, …
- In:
The quarterly journal of finance
7
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011774152
Saved in:
7
Cyclical and persistent carry trade returns and forward premia
Zoubi, Haitham al-
- In:
The quarterly journal of finance
7
(
2017
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011774154
Saved in:
8
Can affine models match the moments in bond yields?
Feldhütter, Peter
- In:
The quarterly journal of finance
6
(
2016
)
2
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011488706
Saved in:
9
Can structural models price default risk? : evidence from bond and credit derivative markets
Ericsson, Jan
;
Reneby, Joel
;
Wang, Hao
- In:
The quarterly journal of finance
5
(
2015
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011381483
Saved in:
10
The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
Saved in:
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