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Search: subject:"Risk premium"
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Risk premium
12,319
Risikoprämie
12,221
Theorie
4,410
Theory
4,387
CAPM
3,132
Capital income
3,013
Kapitaleinkommen
3,013
Schätzung
2,484
Estimation
2,476
Zinsstruktur
2,204
Yield curve
2,202
Börsenkurs
1,677
Share price
1,670
Risiko
1,614
Risk
1,610
Volatilität
1,535
Volatility
1,534
USA
1,466
United States
1,452
Credit risk
1,238
Kreditrisiko
1,229
Portfolio-Management
1,224
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1,223
Welt
1,160
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1,158
Prognoseverfahren
978
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977
Öffentliche Anleihe
948
Public bond
947
Aktienmarkt
840
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834
Country risk
681
Länderrisiko
681
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675
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671
Kreditderivat
620
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619
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590
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589
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576
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6,046
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6,048
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19
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1
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25
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4
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Zhou, Hao
66
Bekaert, Geert
63
Bansal, Ravi
49
Bollerslev, Tim
45
Lustig, Hanno
44
Sarno, Lucio
42
Verdelhan, Adrien
41
Yaron, Amir
39
Zaremba, Adam
39
Campbell, John Y.
37
Chernov, Mikhail
37
Bernoth, Kerstin
36
Gollier, Christian
35
Hördahl, Peter
33
Jacobs, Kris
33
Mehra, Rajnish
33
Veronesi, Pietro
33
Bali, Turan G.
32
Harvey, Campbell R.
29
Longstaff, Francis A.
29
Ang, Andrew
27
Fabozzi, Frank J.
27
Farhi, Emmanuel
27
Shaliastovich, Ivan
27
Wachter, Jessica
27
D'Amico, Stefania
26
Hagen, Jürgen von
26
Lettau, Martin
26
Londono, Juan M.
26
Taylor, Alan M.
26
Ludvigson, Sydney C.
25
Todorov, Viktor
25
Wickens, Michael R.
25
Zhou, Guofu
25
Engel, Charles
24
Piazzesi, Monika
24
Prokopczuk, Marcel
24
Wagner, Christian
24
Zinna, Gabriele
24
Almeida, Caio
23
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National Bureau of Economic Research
309
International Monetary Fund (IMF)
111
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
29
C.E.P.R. Discussion Papers
26
International Monetary Fund
19
HAL
18
CESifo
11
School of Economics and Management, University of Aarhus
10
Université Paris-Dauphine (Paris IX)
10
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
9
Banca d'Italia
8
Institut de Préparation à l'Administration et à la Gestion (IPAG)
8
Department of Economics and Related Studies, University of York
7
EconWPA
7
European Central Bank
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
IESE Business School, Universidad de Navarra
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Institute of Finance and Accounting <London>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Board of Agriculture (Great Britain)
5
Department of Economics, Trinity College
5
Duke University, Department of Economics
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Rodney L. White Center for Financial Research
5
Türkiye Cumhuriyet Merkez Bankası
5
University of Chicago / Center for Research in Security Prices
5
Université Paris-Dauphine
5
Center for Financial Studies
4
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
4
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
4
Faculty of Economics, University of Tokyo
4
Fakultät für Wirtschaftswissenschaften, Technische Universität München
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of St. Louis
4
Federal Reserve Board (Board of Governors of the Federal Reserve System)
4
Finance Discipline Group, Business School
4
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
4
Magyar Nemzeti Bank (MNB)
4
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NBER working paper series
309
Working paper / National Bureau of Economic Research, Inc.
274
NBER Working Paper
243
Journal of banking & finance
210
Journal of financial economics
205
Finance research letters
154
The review of financial studies
137
Journal of international money and finance
134
Discussion paper / Centre for Economic Policy Research
118
Journal of empirical finance
106
International review of economics & finance : IREF
101
Discussion papers / CEPR
97
International review of financial analysis
96
IMF Working Papers
94
The journal of finance : the journal of the American Finance Association
93
Journal of international financial markets, institutions & money
89
Economics letters
84
Working paper
82
Applied economics
70
Research paper series / Swiss Finance Institute
70
Applied financial economics
68
Journal of financial and quantitative analysis : JFQA
68
Journal of economic dynamics & control
67
Finance and economics discussion series
66
Energy economics
62
The North American journal of economics and finance : a journal of financial economics studies
62
Working paper series / European Central Bank
60
Journal of monetary economics
59
CESifo working papers
57
Economic modelling
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Pacific-Basin finance journal
55
The journal of futures markets
55
Review of finance : journal of the European Finance Association
53
IMF working papers
49
Applied economics letters
48
ECB Working Paper
48
Research in international business and finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Staff reports / Federal Reserve Bank of New York
43
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ECONIS (ZBW)
12,220
RePEc
899
EconStor
175
BASE
27
Other ZBW resources
23
USB Cologne (EcoSocSci)
15
ArchiDok
1
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141
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141
Can information on the distribution of ZAR returns be used to improve SARB's ZAR forecasts?
Greenwood-Nimmo, Matthew
;
Steenkamp, Daan
;
Van …
-
2022
Persistent link: https://www.econbiz.de/10013380732
Saved in:
142
Debt-financed fiscal stimulus in South Africa
Hollander, Hylton
- In:
Journal for studies in economics and econometrics : SEE
48
(
2024
)
1
,
pp. 87-112
Persistent link: https://www.econbiz.de/10014511601
Saved in:
143
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:
144
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
145
International housing markets and the U.S. subprime crisis
Luo, Shikong
;
Ma, Jun
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 647-669
Persistent link: https://www.econbiz.de/10014544993
Saved in:
146
Operating leverage and stock returns under different aggregate funding conditions
García-Feijóo, Luis
;
Jensen, Tyler K.
;
Koch, Paul
- In:
The accounting review : a publication of the American …
99
(
2024
)
3
,
pp. 169-199
Persistent link: https://www.econbiz.de/10014536454
Saved in:
147
Tail risk aversion and backwardation of index futures
Liang, Jufang
;
Yang, Dan
;
Han, Qian
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
148
Does variance
risk
premium
predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
149
Instantaneous volatility of the yield curve, variance
risk
premium
and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
150
Business cycles, stock market wealth, and gambling at the racetracks
Ramezani, Cyrus A.
;
Ahern, James J.
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 455-470
Persistent link: https://www.econbiz.de/10014482768
Saved in:
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