//--> //--> //-->
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:"Filipović, Damir"
~person:"Kang, Hankil"
~subject:"Risikoprämie"
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: isPartOf:"Journal of Financial Economics"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Risk premium
8
Estimation
7
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Börsenkurs
4
CAPM
4
Risiko
4
Risk
4
Share price
4
Forecasting model
3
High-frequency data
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Return predictability
3
Theorie
3
Theory
3
Yield curve
3
Zinsstruktur
3
Capital market returns
2
Cross-sectional return variation
2
Default risk
2
Financial investment
2
Interbank risk
2
Interest rate swaps
2
Kapitalanlage
2
Kapitalmarktrendite
2
LIBOR
2
Liquidity
2
Long-memory and fractional cointegration
2
Option pricing theory
2
Optionspreistheorie
2
Realized and options implied volatilities
2
Swap
2
Volatility risk premium
2
Anlageverhalten
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bollerslev, Tim
Filipović, Damir
Kang, Hankil
Sarno, Lucio
4
Todorov, Viktor
4
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Bekaert, Geert
3
Buraschi, Andrea
3
Christoffersen, Peter F.
3
Della Corte, Pasquale
3
Gupta, Rangan
3
Jacobs, Kris
3
Kelly, Bryan T.
3
Koijen, Ralph S. J.
3
Longstaff, Francis A.
3
Ornthanalai, Chayawat
3
Schneider, Paul
3
Zhou, Guofu
3
Ai, Hengjie
2
Amihud, Yakov
2
Ang, Andrew
2
Bai, Jennie
2
Barroso, Pedro
2
Boons, Martijn
2
Carr, Peter
2
Chernov, Mikhail
2
Chiang, Thomas C.
2
Dunbar, Kwamie
2
Engstrom, Eric
2
Ermolov, Andrey
2
Garleanu, Nicolae
2
Goldstein, Robert S.
2
Gonçalves, Andrei S.
2
Hammoudeh, Shawkat
2
Herskovic, Bernard
2
Hu, Duni
2
Jeanneret, Alexandre
2
Jung, Hojin
2
Kang, Jangkoo
2
more ...
less ...
Published in...
All
Journal of financial economics
6
The North American journal of economics and finance : a journal of financial economics studies
2
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Information in mispricing factors for future investment opportunities
Kang, Hankil
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 657-668
Persistent link: https://www.econbiz.de/10012120149
Saved in:
3
Ultimate consumption risk and investment-based stock returns
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
Saved in:
4
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
5
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
6
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
7
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
8
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->