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~subject:"Risikoprämie"
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Risikoprämie
Volatility
41,082
Volatilität
40,813
Kapitaleinkommen
39,505
Capital income
39,405
Theorie
32,646
Theory
32,017
Börsenkurs
21,563
Share price
21,358
Schätzung
17,398
Stochastischer Prozess
17,288
Estimation
17,088
Stochastic process
16,842
Optionspreistheorie
14,843
Option pricing theory
14,382
Aktienmarkt
12,779
Stock market
12,679
Risk premium
12,328
USA
11,405
Portfolio-Management
11,165
United States
11,147
Portfolio selection
11,104
CAPM
8,640
Welt
8,506
Prognoseverfahren
8,417
World
8,376
Forecasting model
8,326
ARCH-Modell
7,573
ARCH model
7,483
Correlation
7,000
Risk
6,964
Risiko
6,910
Korrelation
6,858
Wechselkurs
5,980
Exchange rate
5,864
Zeitreihenanalyse
5,566
Time series analysis
5,428
Anlageverhalten
5,324
Behavioural finance
5,287
Zinsstruktur
4,843
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Free
5,461
Undetermined
2,860
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Book / Working Paper
6,765
Article
5,694
Journal
1
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Article in journal
5,379
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2,898
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2,872
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2,717
Hochschulschrift
349
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267
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Thesis
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Collection of articles written by one author
115
Sammlung
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49
Sammelwerk
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Konferenzschrift
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11
Übersichtsarbeit
11
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10
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5
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4
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English
12,135
German
246
French
34
Spanish
18
Undetermined
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Portuguese
6
Polish
5
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4
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1
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Author
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Bekaert, Geert
60
Zhou, Hao
60
Bansal, Ravi
49
Lustig, Hanno
42
Sarno, Lucio
41
Bernoth, Kerstin
40
Yaron, Amir
39
Chernov, Mikhail
38
Zaremba, Adam
38
Campbell, John Y.
37
Hördahl, Peter
37
Verdelhan, Adrien
37
Bollerslev, Tim
34
Jacobs, Kris
33
Mehra, Rajnish
32
Veronesi, Pietro
32
Bali, Turan G.
31
Harvey, Campbell R.
29
Lettau, Martin
28
Longstaff, Francis A.
28
Farhi, Emmanuel
27
Wachter, Jessica
27
Ang, Andrew
26
Fabozzi, Frank J.
26
Gollier, Christian
26
Hagen, Jürgen von
26
Ludvigson, Sydney C.
26
Taylor, Alan M.
26
Londono, Juan M.
25
Shaliastovich, Ivan
25
Piazzesi, Monika
24
Wagner, Christian
24
Zhou, Guofu
24
Zinna, Gabriele
24
Almeida, Caio
23
D'Amico, Stefania
23
Prokopczuk, Marcel
23
Gagliardini, Patrick
22
Gupta, Rangan
22
Todorov, Viktor
22
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National Bureau of Economic Research
309
Institut für Schweizerisches Bankwesen <Zürich>
6
Institute of Finance and Accounting <London>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Board of Agriculture (Great Britain)
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Rodney L. White Center for Financial Research
5
Swiss National Centre of Competence in Research North South <Bern>
5
University of Chicago / Center for Research in Security Prices
5
Federal Reserve Bank of St. Louis
4
Australian National University
3
Bank of Canada
3
Goethe-Universität Frankfurt am Main
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Internationaler Währungsfonds / Research Department
3
Stanford Institute for Economic Policy Research
3
Technische Universität Braunschweig
3
University of Cambridge / Department of Applied Economics
3
Universiṭat Bar-Ilan / Department of Economics
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Basel Committee on Banking Supervision
2
Brookings Institution
2
Center for Economic Research <Tilburg>
2
Center for Entrepreneurial and Financial Studies <München>
2
Center for Operations Research and Econometrics <Louvain-la-Neuve>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
2
Eric Cuvillier <Firma>
2
European Central Bank
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Harvard Institute of Economic Research
2
Institut für Versicherungswirtschaft <Sankt Gallen>
2
International Association for the Study of Insurance Economics
2
Massachusetts Institute of Technology / Department of Economics
2
National Centre of Competence in Research North South <Bern>
2
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Published in...
All
NBER working paper series
309
Working paper / National Bureau of Economic Research, Inc.
275
NBER Working Paper
243
Journal of banking & finance
210
Journal of financial economics
205
Finance research letters
153
The review of financial studies
137
Journal of international money and finance
134
Discussion paper / Centre for Economic Policy Research
118
Journal of empirical finance
105
International review of economics & finance : IREF
100
Discussion papers / CEPR
97
The journal of finance : the journal of the American Finance Association
97
International review of financial analysis
96
Journal of international financial markets, institutions & money
89
Economics letters
84
Working paper
82
Applied economics
70
Research paper series / Swiss Finance Institute
70
Applied financial economics
68
Journal of financial and quantitative analysis : JFQA
68
Journal of economic dynamics & control
67
Finance and economics discussion series
66
Energy economics
62
The North American journal of economics and finance : a journal of financial economics studies
62
Working paper series / European Central Bank
60
Journal of monetary economics
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
ECB Working Paper
57
CESifo working papers
56
Economic modelling
55
Pacific-Basin finance journal
55
The journal of futures markets
55
Review of finance : journal of the European Finance Association
52
Applied economics letters
49
IMF working papers
49
Journal of financial markets
43
Research in international business and finance
43
Staff reports / Federal Reserve Bank of New York
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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Source
All
ECONIS (ZBW)
12,200
EconStor
190
USB Cologne (business full texts)
46
USB Cologne (EcoSocSci)
18
BASE
2
OLC EcoSci
2
ArchiDok
1
RePEc
1
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1
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
2
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
3
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
4
GARCH option pricing and implied FX
volatility
indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
6
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
7
Essays on foreign exchange option markets
Büsser, Ralf
-
2012
pricing ; risk premium ; density forecast ; Kalman filter ; variance swap ; Lévy process ; stochastic
volatility
; jump …
Persistent link: https://www.econbiz.de/10009656320
Saved in:
8
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
9
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
10
Ex-ante risk factors and required structures of the implied
correlation
matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
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