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The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 2, pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - In: The review of financial studies 31 (2018) 2, pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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On bounding credit-event risk premia
Bai, Jennie; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 9, pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
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An exploration of the forward premium puzzle in currency markets
Bansal, Ravi - In: The review of financial studies 10 (1997) 2, pp. 369-403
Persistent link: https://www.econbiz.de/10001220578
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Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard; Pennacchi, George G.; … - In: The review of financial studies 25 (2012) 5, pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
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Term structure of risk in expected returns
Zviadadze, Irina - In: The review of financial studies 34 (2021) 12, pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
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Pricing credit default swaps with observable covariates
Doshi, Hitesh; Ericsson, Jan; Jacobs, Kris; Turnball, … - In: The review of financial studies 26 (2013) 8, pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
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Inflation bets on the long bond
Hong, Harrison G.; Sraer, David; Yu, Jialin - In: The review of financial studies 30 (2017) 3, pp. 900-947
Persistent link: https://www.econbiz.de/10011749266