Narrow search
Showing 1 - 10 of 765
Cover Image
Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia
Blagov, Boris - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1017-1060
Persistent link: https://www.econbiz.de/10011949450
Cover Image
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
Cover Image
Trouble on my mind : the effect of catastrophic events on people's worries
Ehlert, Andree; Seidel, Jan; Weisenfeld-Schenk, Ursula - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 951-975
Persistent link: https://www.econbiz.de/10012260594
Cover Image
Estimates of foreign exchange risk premia : a pricing kernel approach
Cappiello, Lorenzo; Panigirtzoglou, Nikolaos - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10003776715
Cover Image
Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods
Wang, Zhiguang; Bidarkota, Prasad V. - In: Empirical economics : a journal of the Institute for … 42 (2012) 1, pp. 21-51
Persistent link: https://www.econbiz.de/10009487363
Cover Image
Quantity theory is alive : the role of international portfolio shifts
De Santis, Roberto A. - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1401-1430
Persistent link: https://www.econbiz.de/10011377051
Cover Image
Real exchange rate determination : empirical oberservations from East-Asian countries
Miyakoshi, Tatsuyoshi - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 173-180
Persistent link: https://www.econbiz.de/10001724143
Cover Image
Volatility spillovers and the price of risk : evidence from the Swiss stock market
Jochum, Christian - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 303-322
Persistent link: https://www.econbiz.de/10001388902
Cover Image
Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F. - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
Cover Image
How do zero-coupon inflation swaps predict inflation rates in the euro area? : evidence of efficiency and accuracy on 1-year contracts
Ribeiro, Pedro Pires; Curto, José Dias - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1451-1475
Persistent link: https://www.econbiz.de/10011949563