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~person:"Bansal, Ravi"
~person:"Collin-Dufresne, Pierre"
~person:"Pericoli, Marcello"
~subject:"Risikoprämie"
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Risikoprämie
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Bansal, Ravi
Collin-Dufresne, Pierre
Pericoli, Marcello
Hördahl, Peter
29
Christensen, Jens H. E.
20
D'Amico, Stefania
20
Verdelhan, Adrien
18
Bekaert, Geert
17
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15
Tristani, Oreste
15
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14
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13
Iania, Leonardo
13
Orphanides, Athanasios
13
Singleton, Kenneth J.
13
Bernoth, Kerstin
12
Kim, Don H.
12
Rudebusch, Glenn D.
12
Sarno, Lucio
12
Vayanos, Dimitri
12
Bauer, Michael D.
11
Lustig, Hanno
11
Schrimpf, Andreas
11
Wei, Min
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10
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Dai, Qiang
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10
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ECONIS (ZBW)
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1
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
Saved in:
2
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
-
2019
Persistent link: https://www.econbiz.de/10012174202
Saved in:
3
An assessment of recent trends in market-based expected iflation in the euro area
Pericoli, Marcello
-
2019
Persistent link: https://www.econbiz.de/10012159153
Saved in:
4
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
5
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
Saved in:
6
The forward premium puzzle : different tales from developed and emerging economies
Bansal, Ravi
;
Dahlquist, Magnus
- In:
Journal of international economics
51
(
2000
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10001486050
Saved in:
7
Can interest rate volatility be extracted from the cross section of bond yields? : An investigation of unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
-
2004
Persistent link: https://www.econbiz.de/10002361808
Saved in:
8
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
9
Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello
;
Taboga, Marco
-
2009
Persistent link: https://www.econbiz.de/10003940233
Saved in:
10
Expected inflation and inflation risk premium in the euro area and in the United States
Pericoli, Marcello
-
2012
Persistent link: https://www.econbiz.de/10009549616
Saved in:
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