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Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.; Li, Haitao; Ye, Xiaoxia; Hu, May - In: Review of finance : journal of the European Finance … 23 (2019) 1, pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
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Can risk-based theories explain the value premium?
Phalippou, Ludovic - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 143-166
Persistent link: https://www.econbiz.de/10003714166
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - In: Review of finance : journal of the European Finance … 16 (2012) 1, pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
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The expected illiquidity premium : evidence from equity index-linked bonds
Dimson, Elroy; Hanke, Bernd - In: Review of finance : journal of the European Finance … 8 (2004) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10002390097
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Value return predictability across asset classes and commonalities in risk premia
Yara, Fahiz Baba; Boons, Martijn; Tamoni, Andrea - In: Review of finance : journal of the European Finance … 25 (2021) 2, pp. 449-484
Persistent link: https://www.econbiz.de/10012546171
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Risk premia and volatilities in a nonlinear term structure model
Feldhütter, Peter; Heyerdahl-Larsen, Christian; … - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 337-380
Persistent link: https://www.econbiz.de/10011990795
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Asset growth and stock market returns : a time-series analysis
Wen, Quan - In: Review of finance : journal of the European Finance … 23 (2019) 3, pp. 599-628
Persistent link: https://www.econbiz.de/10012035115
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Global risks in the currency market
Panayotov, George - In: Review of finance : journal of the European Finance … 24 (2020) 6, pp. 1237-1270
Persistent link: https://www.econbiz.de/10012403856
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Forecasting the equity premium : mind the news!
Adämmer, Philipp; Schüssler, Rainer - In: Review of finance : journal of the European Finance … 24 (2020) 6, pp. 1313-1355
Persistent link: https://www.econbiz.de/10012403864
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Macro-finance
Cochrane, John H. - In: Review of finance : journal of the European Finance … 21 (2017) 3, pp. 945-985
Persistent link: https://www.econbiz.de/10011803772