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Applied economics letters
NBER working paper series
897
Working paper / National Bureau of Economic Research, Inc.
849
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718
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444
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426
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Knightian uncertainty : evidence of uncertainty premium in the capital market
Ang, James S.
;
Boyer, Carol M.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 945-949
Persistent link: https://www.econbiz.de/10008698546
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2
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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3
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
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4
The dynamics of money velocity
Ardakani, Omid M.
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1814-1822
Persistent link: https://www.econbiz.de/10014305149
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5
The impact of preferences on the WTP premium and the WTA premium
Shavit, Tal
;
Shahrabani, Shosh
;
Ben-Zion, Uri
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1439-1442
Persistent link: https://www.econbiz.de/10003894321
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6
Preferences and observed risk premia : an empirical analysis
Samson, Lucie
;
Armstrong, Maxim
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 435-439
Persistent link: https://www.econbiz.de/10003469441
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7
The informational quality of implied volatility and the volatility risk premium
Ferris, Stephen P.
;
Kim, Woojin
;
Park, Kwangwoo
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 445-450
Persistent link: https://www.econbiz.de/10003979931
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8
The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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9
Sovereign credit default swaps and the macroeconomy
Liu, Yang
;
Morley, Bruce
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 129-132
Persistent link: https://www.econbiz.de/10009412659
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10
An EBIT-based variant of the Duffie-Lando credit risk model
Simonian, Joseph
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 57-60
Persistent link: https://www.econbiz.de/10009412690
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