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~person:"Lustig, Hanno"
~person:"Miffre, Joëlle"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Search: subject:"Risikoprämie"
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Risikoprämie
24
Risk premium
24
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14
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8
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8
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8
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17
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17
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24
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Lustig, Hanno
Miffre, Joëlle
Zaremba, Adam
26
Gupta, Rangan
20
Fabozzi, Frank J.
18
Jacobs, Kris
17
Zhou, Hao
16
Bekaert, Geert
15
Rubio, Gonzalo
15
Wolff, Christiaan Cornelis Petrus
15
Almeida, Caio
14
Bansal, Ravi
13
Batten, Jonathan A.
13
Sarno, Lucio
13
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13
Bali, Turan G.
12
Bollerslev, Tim
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
Prokopczuk, Marcel
10
Ruan, Xinfeng
10
Tauchen, George Eugene
10
Wagner, Niklas F.
10
Wang, Junbo
10
Baillie, Richard
9
Cakici, Nusret
9
Campbell, John Y.
9
Chernov, Mikhail
9
Lettau, Martin
9
Tai, Chu-sheng
9
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The American economic review
6
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2
Journal of financial economics
2
The review of financial studies
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of empirical finance
1
Journal of monetary economics
1
The British accounting review : the journal of the British Accounting Association
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
24
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1
The US public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
4
,
pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
Saved in:
2
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
3
The risk premia of energy futures
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Energy economics
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
Saved in:
4
The term structure of currency carry trade risk premia
Lustig, Hanno
;
Stathopoulos, Andreas
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
12
,
pp. 4142-4177
Persistent link: https://www.econbiz.de/10012200455
Saved in:
5
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
6
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
7
Commodity risks and the cross-section of equity returns
Brooks, Chris
;
Miffre, Joëlle
;
Nneji, Ogonna
- In:
The British accounting review : the journal of the …
48
(
2016
)
2
,
pp. 134-150
Persistent link: https://www.econbiz.de/10011520867
Saved in:
8
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
9
Countercyclical currency risk premia
Lustig, Hanno
;
Roussanov, Nikolai
;
Verdelhan, Adrien
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 527-553
Persistent link: https://www.econbiz.de/10010375937
Saved in:
10
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
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