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1
Performance persistence of government bond factor premia
Zaremba, Adam
- In:
Finance research letters
22
(
2017
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
Saved in:
2
Implied
volatility
and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
3
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
4
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
5
Variance risk and the idiosyncratic
volatility
puzzle
Qadan, Mahmoud
;
Shuval, Kerem
- In:
Finance research letters
45
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
Saved in:
6
Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
7
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
8
Volatility
Index
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
9
Aggregate implied cost of capital, option-implied information and equity premium predictability
Launhardt, Patrick
;
Miebs, Felix
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438480
Saved in:
10
Risk premium contributions of the Fama and French mimicking factors
Bank, Matthias
;
Insam, Franz
- In:
Finance research letters
29
(
2019
),
pp. 347-356
Persistent link: https://www.econbiz.de/10012419218
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