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~subject:"Risikoprämie"
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Modeling Polish stock returns
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Risikoprämie
Polen
67,320
Kapitaleinkommen
39,523
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39,423
Poland
34,781
Börsenkurs
15,286
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15,222
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11,888
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7,334
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Economic transition
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EU countries
3,364
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3,258
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3,208
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3,207
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8
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Zaremba, Adam
35
Zhou, Hao
26
Bali, Turan G.
22
Bollerslev, Tim
22
Campbell, John Y.
21
Bekaert, Geert
20
Gupta, Rangan
18
Ludvigson, Sydney C.
17
Nitschka, Thomas
16
Garcia, René
15
Guo, Hui
15
Harvey, Campbell R.
15
Bansal, Ravi
14
Parker, Jonathan A.
14
Prokopczuk, Marcel
13
Verdelhan, Adrien
13
Yogo, Motohiro
13
Zhang, Lu
13
Long, Huaigang
12
Piazzesi, Monika
12
Subrahmanyam, Avanidhar
12
Wohar, Mark E.
12
Christiano, Lawrence J.
11
Lustig, Hanno
11
Ng, Serena
11
Sarno, Lucio
11
Smith, Peter N.
11
Yaron, Amir
11
Almeida, Caio
10
Cakici, Nusret
10
Fisher, Jonas D. M.
10
Scaillet, Olivier
10
Tamoni, Andrea
10
Tauchen, George Eugene
10
Wese Simen, Chardin
10
Zhou, Guofu
10
Ardison, Kym
9
Chen, Long
9
Faria, Gonçalo
9
Hoerova, Marie
9
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National Bureau of Economic Research
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Harvard Institute of Economic Research
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Massachusetts Institute of Technology / Department of Economics
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University of Chicago / Center for Research in Security Prices
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Australian National University / Research School of Pacific and Asian Studies / Department of Economics
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Banca d'Italia / Servizio Studi
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Center for Economic Analysis <Boulder, Colo.>
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Centre for Quantitative Economics & Computing
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Eberhard Karls Universität Tübingen
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Federal Reserve Bank of St. Louis
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Rodney L. White Center for Financial Research
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Russell Sage Foundation
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Stanford Institute for Economic Policy Research
1
University of Hong Kong / School of Economics and Finance
1
University of St Andrews / Centre for Research into Industry, Enterprise, Finance and the Firm
1
University of St Andrews / Department of Economics
1
Universität Bremen
1
World Bank / Development Research Group / Macroeconomics and Growth
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Journal of financial economics
99
Journal of banking & finance
77
Finance research letters
72
NBER working paper series
70
Working paper / National Bureau of Economic Research, Inc.
61
Journal of empirical finance
55
NBER Working Paper
52
International review of economics & finance : IREF
38
International review of financial analysis
36
Pacific-Basin finance journal
33
Journal of international financial markets, institutions & money
31
Journal of financial markets
29
The review of financial studies
27
Applied economics
26
Discussion papers / CEPR
26
Journal of international money and finance
26
Research paper series / Swiss Finance Institute
26
The North American journal of economics and finance : a journal of financial economics studies
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Journal of economic dynamics & control
22
Economics letters
21
Finance and economics discussion series
20
The European journal of finance
19
The journal of finance : the journal of the American Finance Association
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of financial and quantitative analysis : JFQA
18
Applied economics letters
17
Applied financial economics
17
Journal of econometrics
17
Review of quantitative finance and accounting
17
Journal of monetary economics
16
Research in international business and finance
16
Review of finance : journal of the European Finance Association
16
The journal of asset management
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of risk and financial management : JRFM
15
CREATES research paper
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The journal of real estate finance and economics
14
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ECONIS (ZBW)
3,212
EconStor
17
OLC EcoSci
1
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1
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
2
Pricing kernels with coskewness and volatility risk
Chabi-Yo, Fousseni
-
2008
-
This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
Saved in:
3
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
4
The relationship between risk and expected return in Europe
León Valle, Ángel Manuel
;
Nave Pineda, Juan M.
; …
- In:
Journal of banking & finance
31
(
2007
)
2
,
pp. 495-512
Persistent link: https://www.econbiz.de/10003421299
Saved in:
5
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
6
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
Saved in:
7
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
8
Time-varying risk and risk premiums in frontier markets
Todorov, Galin
;
Bidarkota, Prasad V.
- In:
Journal of emerging markets
18
(
2013
)
3
,
pp. 18-35
Persistent link: https://www.econbiz.de/10010519779
Saved in:
9
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
10
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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