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The forward premium in electricity futures
Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
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Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio - In: Journal of empirical finance 17 (2010) 4, pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
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Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of empirical finance 26 (2014), pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
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Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
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Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil; Sarantis, Nicholas - In: Journal of empirical finance 15 (2008) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
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Time varying consumption covariance and dynamics of the equity premium : evidence from the G7 countries
Sarkar, Asani; Zhang, Lingjia - In: Journal of empirical finance 16 (2009) 4, pp. 613-631
Persistent link: https://www.econbiz.de/10003900309
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A semiparametric model for the systematic factors of portfolio credit risk premia
Giammarino, Flavia; Barrieu, Pauline - In: Journal of empirical finance 16 (2009) 4, pp. 655-670
Persistent link: https://www.econbiz.de/10003900342
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CAPM over the long run : 1926 - 2001
Ang, Andrew; Chen, Joseph - In: Journal of empirical finance 14 (2007) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
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The ex ante real rate and inflation premium under a habit consumption model
Madureira, Leonardo - In: Journal of empirical finance 14 (2007) 3, pp. 355-382
Persistent link: https://www.econbiz.de/10003609840
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On the premiums of iShares
Delcoure, Natalya; Zhong, Maosen - In: Journal of empirical finance 14 (2007) 2, pp. 168-195
Persistent link: https://www.econbiz.de/10003499640