//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper series / European Central Bank"
~person:"Elyasiani, Elyas"
~person:"Sarno, Lucio"
~subject:"Interest rate"
~subject:"Risikoprämie"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Interest rate
Risikoprämie
Volatility
5
Volatilität
5
Capital income
3
Kapitaleinkommen
3
Risk premium
3
Estimation
2
Exchange rate
2
Risiko
2
Risk
2
Schätzung
2
Wechselkurs
2
Aktienindex
1
Aktienmarkt
1
Average correlation
1
Average variance
1
CAPM
1
Carry trade
1
Correlation
1
Cross-section
1
Currency speculation
1
Devisenmarkt
1
EU countries
1
EU-Staaten
1
Estimation theory
1
Exchange rate risk
1
Exchange rate theory
1
Exchange rates
1
Forecasting model
1
Foreign exchange market
1
Geldmarkt
1
Government securities
1
Index
1
Index construction
1
Index futures
1
Index number
1
Index-Futures
1
Indexberechnung
1
Informational efficiency
1
Informationseffizienz
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Elyasiani, Elyas
Sarno, Lucio
Hördahl, Peter
6
Tristani, Oreste
5
Jaccard, Ivan
4
Lemke, Wolfgang
4
Uhrig-Homburg, Marliese
4
Altavilla, Carlo
3
Bekaert, Geert
3
D'Agostino, Antonello
3
Garcia, Juan Angel
3
Hoerova, Marie
3
Prokopczuk, Marcel
3
Puigvert Gutiérrez, Josep Maria
3
Werner, Thomas
3
Wese Simen, Chardin
3
Akram, Tanweer
2
Backwell, Alex
2
Carboni, Giacomo
2
Chen, Li-Hsueh
2
Doran, James S.
2
Ehrmann, Michael
2
Gambarelli, Luca
2
Giannone, Domenico
2
Gil-Alaña, Luis A.
2
Iania, Leonardo
2
Li, Huiqing
2
Liu, Zhuoshi
2
Lyrio, Marco
2
Mele, Antonio
2
Moreno, Antonio
2
Muzzioli, Silvia
2
Obayashi, Yoshiki
2
Schwaab, Bernd
2
Shalen, Catherine T.
2
Vergote, Olivier
2
Vestin, David
2
Zhou, Hao
2
Abbritti, Mirko
1
Abrantes Metz, Rosa Maria Fontes
1
more ...
less ...
Published in...
All
Applied economics
Journal of banking & finance
Working paper series / European Central Bank
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
4
Journal of financial economics
3
EMG working paper series
2
Applied financial economics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Research Division working papers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
Saved in:
2
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
3
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
4
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->