//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"C.E.P.R. Discussion Papers"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~institution:"Society for Computational Economics - SCE"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
volatility
57
Volatility
32
CAPM
14
risk premium
12
Theorie
8
Theory
8
Risk Premium
6
Risk premium
6
Brazil
5
Growth
5
Risikoprämie
5
growth
5
Brasilien
4
Estimation theory
4
Exchange Rates
4
Forecasting model
4
GARCH
4
Prognoseverfahren
4
Schätztheorie
4
exchange rates
4
hedging
4
options
4
Equity premium puzzle
3
Equity-Premium-Puzzle
3
Modellierung
3
Schock
3
Scientific modelling
3
Shock
3
VAR model
3
VAR-Modell
3
asset prices
3
asymmetry
3
business cycle
3
development
3
economic growth
3
leverage
3
risk management
3
Aktienindex
2
Asset Pricing
2
Bayesian
2
more ...
less ...
Online availability
All
Undetermined
82
Free
25
Type of publication
All
Book / Working Paper
131
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
12
Non-commercial literature
12
Language
All
Undetermined
113
English
16
Portuguese
2
Author
All
McAleer, Michael
11
Issler, João Victor
7
Chen, Chen, C-C.
5
Acharya, Viral V
4
Chang, Chia-Lin
4
Costa, Carlos E. da
4
Rose, Andrew K
4
Athanasopoulos, George
3
Guillén, Osmani Teixeira de Carvalho
3
Hammoudeh, Shawkat
3
Imbs, Jean
3
Matos, Paulo
3
Vahid, Farshid
3
van Dijk, Dick
3
Artis, Michael J
2
Benk, Szilárd
2
Bisin, Alberto
2
Bossaerts, Peter
2
Campos, Nauro F
2
Chen, Chen, P-Y.
2
Chu, Chu, L.
2
Corsetti, Giancarlo
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Gillman, Max
2
Goetzmann, William
2
Hardouvelis, Gikas A
2
Karanasos, Menelaos
2
Kejak, Michal
2
Koren, Miklós
2
Kuester, Keith
2
Lettau, Martin
2
Lustig, Hanno
2
Massa, Massimo
2
Meier, André
2
Mota, Bernardo de Sá
2
Müller, Gernot
2
Pástor, Luboš
2
Rancière, Romain
2
Sarno, Lucio
2
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
Escola de Pós-Graduação em Economia <Rio de Janeiro>
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Society for Computational Economics - SCE
National Bureau of Economic Research
1,712
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
Institut für Schweizerisches Bankwesen <Zürich>
54
International Monetary Fund
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
HAL
47
Federal Reserve Bank of St. Louis
42
EconWPA
40
OECD
39
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Université Paris-Dauphine (Paris IX)
33
Rodney L. White Center for Financial Research
32
Centre for Analytical Finance <Århus>
31
Ekonomiska forskningsinstitutet <Stockholm>
31
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
Springer Fachmedien Wiesbaden
23
European University Institute / Department of Economics
22
World Bank
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Erasmus Research Institute of Management
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve System / Division of Research and Statistics
19
National Centre of Competence in Research North South <Bern>
19
Svenska Handelshögskolan <Helsinki>
19
University of Canterbury / Dept. of Economics and Finance
19
European University Institute / Department of Law
18
Institut für Weltwirtschaft
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Swiss National Centre of Competence in Research North South <Bern>
15
more ...
less ...
Published in...
All
CEPR Discussion Papers
82
Econometric Institute Research Papers
15
Ensaios econômicos
15
Computing in Economics and Finance 2002
5
Computing in Economics and Finance 2004
5
Computing in Economics and Finance 2003
3
Computing in Economics and Finance 2005
2
Computing in Economics and Finance 2006
2
Computing in Economics and Finance 2001
1
Modeling, Computing, and Mastering Complexity 2003
1
more ...
less ...
Source
All
RePEc
116
ECONIS (ZBW)
15
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can a habit formation model really explain the forward premium anomaly?
Costa, Carlos E. da
;
Vasconcelos, Jivago X.
-
2009
Persistent link: https://www.econbiz.de/10003891286
Saved in:
2
The forward- and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
-
2009
Persistent link: https://www.econbiz.de/10003908969
Saved in:
3
The forward- and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
-
2010
Persistent link: https://www.econbiz.de/10008808890
Saved in:
4
The forward-and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
-
2012
Persistent link: https://www.econbiz.de/10009532940
Saved in:
5
The risk premium on Brazilian government debt, 1996 - 2002
Loureiro, André Soares
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953728
Saved in:
6
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
7
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
8
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10008808886
Saved in:
9
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964296
Saved in:
10
A generalization of Judd's method of out-steady-state comparisons in perfect foresight models
Barelli, Paulo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001739238
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->