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The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O. - 1990
Persistent link: https://www.econbiz.de/10000800637
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
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The equity premium and the concentration of aggregate shocks
Mankiw, Nicholas Gregory - 1986
Persistent link: https://www.econbiz.de/10000694895
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Crash risk in currency markets
Farhi, Emmanuel; Fraiberger, Samuel P.; Gabaix, Xavier; … - 2009
Persistent link: https://www.econbiz.de/10003851615
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Second-order approximation of dynamic models with time-varying risk
Benigno, Gianluca; Benigno, Pierpaolo; Nisticò, Salvatore - 2010
Persistent link: https://www.econbiz.de/10008807774
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
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The welfare cost of perceived policy uncertainty : evidence from Social Security
Luttmer, Erzo F. P.; Samwick, Andrew - 2015
Persistent link: https://www.econbiz.de/10011430169
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos; Dendramis, Yiannis; Tzavalis, Elias - In: Journal of empirical finance 28 (2014), pp. 151-170
Persistent link: https://www.econbiz.de/10011285074