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~person:"Bollerslev, Tim"
~person:"Filipović, Damir"
~subject:"Bankenliquidität"
~subject:"Risikoprämie"
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Bankenliquidität
Risikoprämie
Estimation
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Risk premium
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Volatility
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Volatilität
6
Capital income
5
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Bollerslev, Tim
Filipović, Damir
Acharya, Viral V.
4
Sarno, Lucio
4
Todorov, Viktor
4
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Bekaert, Geert
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Buraschi, Andrea
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Christoffersen, Peter F.
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Della Corte, Pasquale
3
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3
Hammoudeh, Shawkat
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Jacobs, Kris
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Kelly, Bryan T.
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Koijen, Ralph S. J.
3
Longstaff, Francis A.
3
Ornthanalai, Chayawat
3
Rocholl, Jörg
3
Schneider, Paul
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Veronesi, Pietro
3
Zhou, Guofu
3
Ai, Hengjie
2
Amihud, Yakov
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Ang, Andrew
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2
Barroso, Pedro
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Chen, Ting-Hsuan
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Chernov, Mikhail
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Ermolov, Andrey
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Fecht, Falko
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Garleanu, Nicolae
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Goldstein, Robert S.
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Journal of financial economics
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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
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:
3
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:
4
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:
5
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:
6
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
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