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~subject:"Risikoprämie"
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Risikoprämie
Volatility
95
Volatilität
90
Welt
74
World
74
Oil price
70
Ölpreis
69
Aktienmarkt
67
Stock market
67
Estimation
63
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63
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63
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63
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55
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55
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50
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50
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46
Portfolio-Management
46
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40
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40
Hedging
34
Risk
33
ARCH model
30
ARCH-Modell
30
Risikomaß
29
Risk measure
29
Spillover effect
29
Spillover-Effekt
29
Financial crisis
28
Risk management
28
Australia
27
Australien
27
Causality analysis
26
Finanzkrise
26
Kausalanalyse
26
Risiko
26
Risk premium
26
Credit derivative
25
Kreditderivat
25
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7
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3
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English
26
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Bhar, Ramaprasad
15
Hammoudeh, Shawkat
12
Chiarella, Carl
4
Shahzad, Syed Jawad Hussain
4
McAleer, Michael
3
Colwell, David B.
2
Liu, Tengdong
2
Malliaris, A. (Tassos) G.
2
Naifar, Nader
2
Nguyen, Duc Khuong
2
Runggaldier, Wolfgang J.
2
Al-Yahyaee, Khamis Hamed
1
Arouri, Mohamed
1
Ferrer, Román
1
Gupta, Rangan
1
Hammoudeh, Shawkat M.
1
Hamori, Shigeyuki
1
Handzic, Nedim
1
Hkiri, Besma
1
Jawadi, Fredj
1
Lee, Damien
1
Malliaris, Anastasios G.
1
Mensi, Walid
1
Modise, Mampho P.
1
Nor, Safwan Mohd
1
Pham, Toan M.
1
Reboredo, Juan Carlos
1
Roubaud, David
1
Sari, Ramazan
1
Shao, Chengwu
1
Wang, Peipei
1
Xiao, Yuewen
1
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Energy economics
4
Journal of international financial markets, institutions & money
3
Asia-Pacific financial markets
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Econometric Institute research papers
1
Economic modelling
1
Economic systems
1
Finance research letters
1
International journal of monetary economics and finance
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The financial review : the official publication of the Eastern Finance Association
1
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1
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ECONIS (ZBW)
26
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1
Relationships between financial sectors' CDS spreads and other gauges of risk : did the Great Recession change them?
Hammoudeh, Shawkat
;
Bhar, Ramaprasad
;
Liu, Tengdong
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 151-178
Persistent link: https://www.econbiz.de/10009717656
Saved in:
2
A multifactor model of credit spreads
Bhar, Ramaprasad
;
Handzic, Nedim
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009237746
Saved in:
3
Inference on forward exchange rate risk premium : reviewing signal extraction methods
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
International journal of monetary economics and finance
2
(
2009
)
2
,
pp. 115-125
Persistent link: https://www.econbiz.de/10003847710
Saved in:
4
Co-movement in the price of risk of aggregate equity markets
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economic systems
31
(
2007
)
3
,
pp. 256-271
Persistent link: https://www.econbiz.de/10003559704
Saved in:
5
Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad
;
Lee, Damien
- In:
The journal of futures markets
31
(
2011
)
8
,
pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
Saved in:
6
Risk premium in electricity prices : evidence from the PJM market
Xiao, Yuewen
;
Colwell, David B.
;
Bhar, Ramaprasad
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 776-793
Persistent link: https://www.econbiz.de/10011392653
Saved in:
7
Computational issues in the stochastic discount factor framework for equity risk premium
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 235-249)
.
2014
Persistent link: https://www.econbiz.de/10011286583
Saved in:
8
A multi-factor model with time-varying and seasonal risk premiums for the natural gas market
Shao, Chengwu
;
Bhar, Ramaprasad
;
Colwell, David B.
- In:
Energy economics
50
(
2015
),
pp. 207-214
Persistent link: https://www.econbiz.de/10011564043
Saved in:
9
Inferring the forward looking equity risk premium from derivative price
Bhar, Ramaprasad
(
contributor
);
Chiarella, Carl
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10002651459
Saved in:
10
Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad
;
Chiarella, Carl
;
Pham, Toan M.
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
Saved in:
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