Narrow search
Showing 1 - 9 of 9
Cover Image
Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003395336
Cover Image
What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert; Hoerova, Marie - In: Journal of banking & finance 67 (2016), pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
Cover Image
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2019
Persistent link: https://www.econbiz.de/10012205777
Cover Image
The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
Cover Image
Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar; Titman, Sheridan - 2013
Persistent link: https://www.econbiz.de/10010187032
Cover Image
Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011482266
Cover Image
The variance risk premium in equilibrium models
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Review of finance : journal of the European Finance … 27 (2023) 6, pp. 1977-2014
Persistent link: https://www.econbiz.de/10014445759
Cover Image
The time variation in risk appetite and uncertainty
Bekaert, Geert; Engstrom, Eric; Xu, Nancy R. - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Cover Image
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225