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~person:"Guidolin, Massimo"
~person:"Tzavalis, Elias"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Risikoprämie
21
Risk premium
21
Estimation
13
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13
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10
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10
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10
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10
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Aufsatz in Zeitschrift
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Guidolin, Massimo
Tzavalis, Elias
Gupta, Rangan
7
Bansal, Ravi
6
Longstaff, Francis A.
6
Zhou, Hao
6
Bollerslev, Tim
4
Chernov, Mikhail
4
Du, Ding
4
Harvey, Campbell R.
4
Hu, Ou
4
Piazzesi, Monika
4
Santa-Clara, Pedro
4
Wickens, Michael R.
4
Wohar, Mark E.
4
Ang, Andrew
3
Apergēs, Nikolaos
3
Brennan, Michael J.
3
Campbell, John Y.
3
Collin-Dufresne, Pierre
3
Driessen, Joost
3
Ewing, Bradley T.
3
Fabozzi, Frank J.
3
Fama, Eugene F.
3
Fleckenstein, Matthias
3
French, Kenneth Ronald
3
Hördahl, Peter
3
Jagannathan, Ravi
3
Kogan, Leonid
3
Koijen, Ralph S. J.
3
Lin, Zhenguo
3
Liu, Pu
3
Ludvigson, Sydney C.
3
Magin, Konstantin
3
Majumdar, Anandamayee
3
McMillan, David G.
3
Osterberg, William P.
3
Parker, Jonathan A.
3
Robotti, Cesare
3
Sack, Brian
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Economics letters
1
International journal of finance & economics : IJFE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
The journal of financial research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
8
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1
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
2
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
3
Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
2
,
pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
Saved in:
4
Risk premium effects on implied volatility regressions
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
The journal of financial research
33
(
2010
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003987976
Saved in:
5
Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo
- In:
Journal of economics & business
58
(
2006
)
2
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
Saved in:
6
A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
Saved in:
7
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias
- In:
Journal of money, credit and banking : JMCB
29
(
1997
)
3
,
pp. 364-380
Persistent link: https://www.econbiz.de/10001226631
Saved in:
8
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
- In:
Economics letters
49
(
1995
)
4
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
Saved in:
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