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~person:"Tauchen, George Eugene"
~person:"Wohar, Mark E."
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Research Report"
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Search: subject:"Risikoprämie"
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Volatility
Risikoprämie
23
Risk premium
23
Capital income
16
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16
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10
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9
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Tauchen, George Eugene
Wohar, Mark E.
Zhou, Hao
8
Bollerslev, Tim
7
Gupta, Rangan
7
Zhang, Jin E.
7
Bekaert, Geert
6
Chiang, Thomas C.
6
Bakshi, Gurdip S.
5
Bansal, Ravi
5
Byun, Suk Joon
5
Eraker, Bjørn
5
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5
Qadan, Mahmoud
5
Ruan, Xinfeng
5
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5
Yin, Libo
5
Barinov, Alexander
4
Benth, Fred Espen
4
Bouri, Elie
4
Christoffersen, Peter F.
4
Demirer, Rıza
4
Haque, Mahfuzul
4
Leippold, Markus
4
Lin, Shih-kuei
4
Ornelas, José Renato Haas
4
Prokopczuk, Marcel
4
Roubaud, David
4
Rubio, Gonzalo
4
Sarno, Lucio
4
Switzer, Lorne N.
4
Trojani, Fabio
4
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4
Wese Simen, Chardin
4
Yun, Jaeho
4
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3
Cochrane, John H.
3
Della Corte, Pasquale
3
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3
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The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Energy economics
1
Journal of econometrics
1
Journal of financial economics
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
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1
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
2
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
3
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
4
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
5
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
6
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:
7
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
8
Stochastic volatility in general equilibrium
Tauchen, George Eugene
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
Saved in:
9
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
10
Rational pessimism, rational exuberance, and asset pricing models
Bansal, Ravi
;
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
The review of economic studies
74
(
2007
)
4
,
pp. 1005-1033
Persistent link: https://www.econbiz.de/10003537435
Saved in:
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