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Risikoberücksichtigung beim Messen von Renditedifferenzen
Nagel, Frank - In: Wirtschafts- und Finanzpolitik nach ordoliberalen …, (pp. 345-359). 1999
Persistent link: https://www.econbiz.de/10014544352
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Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong - In: Journal of banking & finance 36 (2012) 1, pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
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A new measure of equity duration : the duration-based explanation of the value premium revisited
Schröder, David; Esterer, Florian - 2012 - This version: February 29, 2012
This paper uses analysts' forecasts to estimate a share's equity duration, a measure of a company's average cash …
Persistent link: https://www.econbiz.de/10009671858
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The consumption risk of the stock market
Parker, Jonathan A. - In: Brookings papers on economic activity : BPEA (2001) 2, pp. 279-333, 344-348
Persistent link: https://www.econbiz.de/10001662630
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The pricing of Italian equity returns
Aleati, Annalisa; Gottardo, Pietro; Murgia, Maurizio - In: Economic notes : economic review of Banca Monte dei … 29 (2000) 2, pp. 153-177
Persistent link: https://www.econbiz.de/10001495071
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Estimating the cost of equity and equity risk-premia of Canadian firms
Athanassakos, George - In: Multinational finance journal : MF ; quarterly … 1 (1997) 3, pp. 229-254
Persistent link: https://www.econbiz.de/10001436150
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Anomalies: the equity premium puzzle
Siegel, Jeremy J. - In: The journal of economic perspectives : EP ; a journal … 11 (1997) 1, pp. 191-200
Persistent link: https://www.econbiz.de/10001217921
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Die Beziehung zwischen Aktien- und Anleihenrenditen : eine theoretische und empirische Analyse
Peijan, Achim - 1997
Persistent link: https://www.econbiz.de/10000950799
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Where is he market going? : Uncertain facts and novel theories
Cochrane, John H. - In: Economic perspectives 21 (1997) 6, pp. 3-37
Persistent link: https://www.econbiz.de/10001230153
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Moment Risk Premia and Stock Return Predictability
Fan, Zhenzhen - 2020
We study the predictive power of option-implied moment risk premia embedded in theconventional variance risk premium. We find that while the second moment risk premiumpredicts market returns in short horizons with positive coefficients, the third (fourth)moment risk premium predicts market...
Persistent link: https://www.econbiz.de/10012852912