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~person:"Bhar, Ramaprasad"
~person:"Lustig, Hanno"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Search: subject:"Risikoprämie"
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23
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23
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12
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6
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Bhar, Ramaprasad
Lustig, Hanno
Zaremba, Adam
26
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19
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18
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16
Zhou, Hao
16
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15
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14
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13
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13
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13
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13
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13
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12
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12
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12
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12
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11
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11
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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6
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2
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2
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2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
23
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1
The term structure of currency carry trade risk premia
Lustig, Hanno
;
Stathopoulos, Andreas
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
12
,
pp. 4142-4177
Persistent link: https://www.econbiz.de/10012200455
Saved in:
2
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
3
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
4
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
5
Risk premium in electricity prices : evidence from the PJM market
Xiao, Yuewen
;
Colwell, David B.
;
Bhar, Ramaprasad
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 776-793
Persistent link: https://www.econbiz.de/10011392653
Saved in:
6
A multi-factor model with time-varying and seasonal risk premiums for the natural gas market
Shao, Chengwu
;
Bhar, Ramaprasad
;
Colwell, David B.
- In:
Energy economics
50
(
2015
),
pp. 207-214
Persistent link: https://www.econbiz.de/10011564043
Saved in:
7
Information content in CDS spreads for equity returns
Wang, Peipei
;
Bhar, Ramaprasad
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 55-80
Persistent link: https://www.econbiz.de/10011293053
Saved in:
8
Countercyclical currency risk premia
Lustig, Hanno
;
Roussanov, Nikolai
;
Verdelhan, Adrien
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 527-553
Persistent link: https://www.econbiz.de/10010375937
Saved in:
9
Relationships between financial sectors' CDS spreads and other gauges of risk : did the Great Recession change them?
Hammoudeh, Shawkat
;
Bhar, Ramaprasad
;
Liu, Tengdong
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 151-178
Persistent link: https://www.econbiz.de/10009717656
Saved in:
10
Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
- In:
The American economic review
102
(
2012
)
6
,
pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
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