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A long-run rsiks model of asset pricing with fat tails
Wang, Zhiguang; Bidarkota, Prasad V. - In: Review of finance : journal of the European Finance … 14 (2010) 3, pp. 409-449
Persistent link: https://www.econbiz.de/10008662615
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Option-implied measures of equity risk
Chang, Bo Young; Christoffersen, Peter F.; Jacobs, Kris; … - In: Review of finance : journal of the European Finance … 16 (2012) 2, pp. 385-428
Persistent link: https://www.econbiz.de/10009533372
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Financial CDS, stock market and interest rates : which drives which?
Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10009427388
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
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The impact of workers' compensation on wage premiums for job hazards
Meng, Ronald; Smith, Douglas A. - In: Applied economics 31 (1999) 9, pp. 1101-1108
Persistent link: https://www.econbiz.de/10001438535
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Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium
Kurz, Mordecai - 1997
Persistent link: https://www.econbiz.de/10000974019
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Endogenous uncertainty and market volatility
Kurz, Mordecai; Motolese, Maurizio - 1999
Persistent link: https://www.econbiz.de/10001374754
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Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge; Chuliá, Helena - In: Applied economics 53 (2021) 35, pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560