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~isPartOf:"Journal of financial economics"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Zinsstruktur
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Barinov, Alexander
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Carry
Koijen, Ralph S. J.
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Moskowitz, Tobias J.
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Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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Recovering the FOMC risk premium
Liu, Hong
;
Tang, Xiaoxiao
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Zhou, Guofu
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10013473704
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The jump leverage risk premium
Bollerslev, Tim
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Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
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pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
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News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
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Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
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An anatomy of the market return
Schneider, Paul
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 325-350
Persistent link: https://www.econbiz.de/10012136886
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