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~person:"Byun, Suk Joon"
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Search: subject:"Risikoprämie"
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Risikoprämie
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3
Risk
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2
Index futures
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Risikoaversion
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1999-2006
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Aktienmarkt
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Ambiguity
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Capital income
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Delta-hedged gain
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Downside uncertainty shocks
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Equity premium puzzle
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Equity-Premium-Puzzle
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Gold
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Interest rate derivative
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International stock market
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Jump risk premium
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Jump-GARCH option pricing models
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Byun, Suk Joon
Bekaert, Geert
60
Zhou, Hao
60
Bansal, Ravi
49
Sarno, Lucio
41
Lustig, Hanno
40
Bernoth, Kerstin
39
Yaron, Amir
39
Zaremba, Adam
38
Campbell, John Y.
37
Chernov, Mikhail
37
Hördahl, Peter
37
Verdelhan, Adrien
37
Bollerslev, Tim
34
Jacobs, Kris
33
Mehra, Rajnish
32
Veronesi, Pietro
32
Bali, Turan G.
31
Harvey, Campbell R.
29
Lettau, Martin
28
Longstaff, Francis A.
28
Farhi, Emmanuel
27
Wachter, Jessica
27
Ang, Andrew
26
Gollier, Christian
26
Hagen, Jürgen von
26
Ludvigson, Sydney C.
26
Taylor, Alan M.
26
Fabozzi, Frank J.
25
Londono, Juan M.
25
Shaliastovich, Ivan
25
Piazzesi, Monika
24
Wagner, Christian
24
Zhou, Guofu
24
Zinna, Gabriele
24
Almeida, Caio
23
Prokopczuk, Marcel
23
D'Amico, Stefania
22
Gagliardini, Patrick
22
Todorov, Viktor
22
Wachter, Jessica A.
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International review of economics & finance : IREF
2
Applied financial economics
1
International review of financial analysis
1
Journal of banking & finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Saved in:
2
Downside uncertainty shocks in the oil and gold markets
Roh, Tai-Yong
;
Byun, Suk Joon
;
Xu, Yahua
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 291-307
Persistent link: https://www.econbiz.de/10012391717
Saved in:
3
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
Saved in:
4
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
5
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Saved in:
6
Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
Saved in:
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