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~isPartOf:"Finance research letters"
~isPartOf:"Ruhr economic papers"
~subject:"Risikoprämie"
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Risikoprämie
Estimation
447
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447
Capital income
158
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158
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138
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138
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Gupta, Rangan
4
Long, Huaigang
3
Zaremba, Adam
3
Cepni, Oguzhan
2
Launhardt, Patrick
2
Miebs, Felix
2
Qadan, Mahmoud
2
Shuval, Kerem
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Zhang, Yaojie
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1
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1
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1
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1
Gul, Selcuk
1
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1
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Finance research letters
Ruhr economic papers
Journal of financial economics
52
Journal of banking & finance
35
Discussion papers / CEPR
30
Journal of empirical finance
29
Journal of international money and finance
28
Discussion paper / Centre for Economic Policy Research
23
International review of economics & finance : IREF
23
International review of financial analysis
23
Journal of international financial markets, institutions & money
23
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial markets
17
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
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Applied economics letters
12
Economic modelling
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
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Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of econometrics
8
Journal of economic dynamics & control
8
Research paper series / Swiss Finance Institute
8
Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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Energy economics
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management
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The journal of finance : the journal of the American Finance Association
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The quarterly journal of finance
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The review of financial studies
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International journal of finance & economics : IJFE
5
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ECONIS (ZBW)
37
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1
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
2
Illiquidity contagion and pricing of commonality risk : evidence from a dynamic conditional correlation model
Beyene, Nardos
;
Huang, Peng
;
Hueng, C. James
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805167
Saved in:
3
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
4
Aggregate implied cost of capital, option-implied information and equity premium predictability
Launhardt, Patrick
;
Miebs, Felix
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438480
Saved in:
5
Consumption volatility ambiguity and risk premium's time-variation
Müller, Janis
;
Posch, Peter N.
- In:
Finance research letters
29
(
2019
),
pp. 336-339
Persistent link: https://www.econbiz.de/10012419198
Saved in:
6
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
7
The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar
;
Jana, R. K.
;
Roubaud, David
- In:
Finance research letters
31
(
2019
),
pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
Saved in:
8
A comparison of investors' sentiments and risk premium effects on valuing shares
Karavias, Yiannis
;
Spilioti, Stella
;
Tzavalis, Elias
- In:
Finance research letters
17
(
2016
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011596194
Saved in:
9
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
10
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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