//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bollerslev, Tim"
~person:"Campbell, John Y."
~person:"Jacobs, Kris"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Risikoprämie"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
38
Risk premium
38
Capital income
17
Kapitaleinkommen
17
Estimation
14
Schätzung
14
Theorie
14
Theory
14
Volatility
12
Volatilität
12
CAPM
11
Börsenkurs
10
Share price
10
USA
9
United States
9
Forecasting model
6
Option pricing theory
6
Optionspreistheorie
6
Prognoseverfahren
6
Risiko
6
Risk
6
Aktienmarkt
4
Credit derivative
4
Kreditderivat
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
Commodity derivative
3
Credit risk
3
Dividend
3
Dividende
3
Kreditrisiko
3
Risk premiums
3
Rohstoffderivat
3
Statistical distribution
3
Statistische Verteilung
3
Analytical filtering
2
Capital market returns
2
Compound Poisson jumps
2
Consumption
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Bibliografie enthalten
Research Report
Article in journal
38
Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Aufsatz im Buch
2
Book section
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
38
Author
All
Bollerslev, Tim
Campbell, John Y.
Jacobs, Kris
Zaremba, Adam
26
Gupta, Rangan
20
Fabozzi, Frank J.
18
Zhou, Hao
16
Bekaert, Geert
15
Rubio, Gonzalo
15
Wolff, Christiaan Cornelis Petrus
15
Almeida, Caio
14
Bansal, Ravi
13
Batten, Jonathan A.
13
Lustig, Hanno
13
Sarno, Lucio
13
Wohar, Mark E.
13
Bali, Turan G.
12
Gollier, Christian
12
Tzavalis, Elias
12
Zhang, Jin E.
12
Benth, Fred Espen
11
Bhar, Ramaprasad
10
Christoffersen, Peter F.
10
Demirer, Rıza
10
Garcia, René
10
Guidolin, Massimo
10
Hammoudeh, Shawkat
10
Hassan, M. Kabir
10
Long, Huaigang
10
Miffre, Joëlle
10
Prokopczuk, Marcel
10
Ruan, Xinfeng
10
Tauchen, George Eugene
10
Wagner, Niklas F.
10
Wang, Junbo
10
Baillie, Richard
9
Cakici, Nusret
9
Chernov, Mikhail
9
Lettau, Martin
9
Tai, Chu-sheng
9
more ...
less ...
Published in...
All
Journal of financial economics
7
Journal of banking & finance
3
Journal of political economy
3
Review of finance : journal of the European Finance Association
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Journal of econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international money and finance
2
European finance review : the official journal of the European Finance Association
1
Review of asset pricing studies
1
Review of asset pricing studies : RAPS
1
The American economic review
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The Scandinavian journal of economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
2
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Characterizing the variance risk premium : the role of the leverage effect
Hu, Guanglian
;
Jacobs, Kris
;
Seo, Sang Byung
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
2
,
pp. 500-542
Persistent link: https://www.econbiz.de/10013253676
Saved in:
5
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
6
Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
7
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
8
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
9
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->