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~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Risk premium
Derivat
6,461
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6,461
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3,535
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3,535
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3,450
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3,449
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822
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435
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Benth, Fred Espen
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Hammoudeh, Shawkat
7
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6
Gouriéroux, Christian
6
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5
Bouri, Elie
5
Chernov, Mikhail
5
Koijen, Ralph S. J.
5
Miffre, Joëlle
5
Naifar, Nader
5
Peña Sánchez de Rivera, Juan Ignacio
5
Serrano, Pedro
5
Wang, Xingchun
5
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5
Zhou, Hao
5
Bhar, Ramaprasad
4
Doshi, Hitesh
4
Guo, Bin
4
Gupta, Rangan
4
Gürtler, Marc
4
Jacobs, Kris
4
Longstaff, Francis A.
4
Remolona, Eli M.
4
Shahzad, Syed Jawad Hussain
4
Zhu, Haibin
4
Apergēs, Nikolaos
3
Avino, Davide
3
Bayat, Tayfur
3
Bekaert, Geert
3
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3
Bunn, Derek W.
3
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3
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3
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3
Gündüz, Yalın
3
Hagen, Jürgen von
3
Hutchison, Michael M.
3
Hördahl, Peter
3
Kayhan, Selim
3
Li, Kai
3
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Journal of banking & finance
37
Journal of financial economics
26
Finance research letters
25
Energy economics
22
Journal of empirical finance
22
Journal of international money and finance
21
International review of economics & finance : IREF
20
The North American journal of economics and finance : a journal of financial economics studies
18
The review of financial studies
18
Journal of international financial markets, institutions & money
16
International review of financial analysis
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of fixed income
13
Journal of economic dynamics & control
11
Research in international business and finance
11
The journal of futures markets
11
Applied financial economics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of theoretical and applied finance
10
Journal of financial stability
10
Review of finance : journal of the European Finance Association
10
Applied economics
9
Economic modelling
8
Journal of financial and quantitative analysis : JFQA
8
Journal of financial markets
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of monetary economics
7
Review of derivatives research
7
Applied economics letters
6
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
Quantitative finance
6
Review of quantitative finance and accounting
6
Risks : open access journal
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The energy journal
6
The quarterly journal of finance
6
Annals of finance
5
Applied mathematical finance
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ECONIS (ZBW)
822
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1
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10
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822
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1
Identifying risk factors and their premia : a study on electricity prices
Wei, Wei
;
Lunde, Asgar
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1647-1679
Persistent link: https://www.econbiz.de/10014444707
Saved in:
2
The limits of limitless debt
Osband, Kent
;
Filoso, Valerio
;
Capasso, Salvatore
- In:
Journal of macroeconomics
79
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014558690
Saved in:
3
A fundamental approach to corporate bond options
In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
4
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
Saved in:
5
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
6
Uncertain tone, asset volatility and credit default swap spreads
Doshi, Hitesh
;
Patel, Saurin
;
Ramani, Srikanth
;
Sooy, …
- In:
Journal of contemporary accounting & economics
19
(
2023
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014483031
Saved in:
7
Term structure of credit default swap liquidity premiums
Leal, Diego
;
Stanhouse, Bryan E.
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014306869
Saved in:
8
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
9
Credit default swaps : a primer and some recent trends
Lando, David
- In:
Annual review of financial economics
12
(
2020
),
pp. 177-192
Persistent link: https://www.econbiz.de/10012404625
Saved in:
10
Electricity derivatives : an application to the futures Italian market
Casula, Laura
;
Masala, Giovanni
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 637-666
Persistent link: https://www.econbiz.de/10012616871
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