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~subject:"Risk premium"
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Risk premium
Schätztheorie
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9,401
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3,663
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3,645
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3,615
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3,327
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3,074
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3,066
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2,266
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2,199
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Zaremba, Adam
30
Bansal, Ravi
26
Bali, Turan G.
19
Bekaert, Geert
19
Lustig, Hanno
19
Damodaran, Aswath
17
Yaron, Amir
16
Robotti, Cesare
15
Guo, Hui
14
Nitschka, Thomas
14
Campbell, John Y.
13
Christiano, Lawrence J.
13
Gagliardini, Patrick
13
Jacobs, Kris
13
Kiku, Dana
13
Lettau, Martin
13
Cakici, Nusret
12
Gouriéroux, Christian
12
Shaliastovich, Ivan
12
Aase, Knut K.
11
Fabozzi, Frank J.
11
Fisher, Jonas D. M.
11
Giglio, Stefano
11
Harvey, Campbell R.
11
Julliard, Christian
11
Mehra, Rajnish
11
Scaillet, Olivier
11
Almeida, Caio
10
Barro, Robert J.
10
Bernoth, Kerstin
10
Chabi-Yo, Fousseni
10
Driessen, Joost
10
Garcia, René
10
Grammig, Joachim
10
Hansen, Lars Peter
10
Hodrick, Robert J.
10
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10
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Federal Reserve Bank of New York
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Fisher Center for Real Estate and Urban Economics <Berkeley, Calif.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Social Systems Research Institute
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Springer International Publishing
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University of British Columbia / Finance Division
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University of Chicago / Center for Research in Security Prices
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University of St Andrews / Centre for Research into Industry, Enterprise, Finance and the Firm
1
University of St Andrews / Department of Economics
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University of York / Department of Economics and Related Studies
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École des Hautes Études Commerciales <Lausanne>
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Journal of financial economics
108
NBER working paper series
79
Journal of banking & finance
76
Working paper / National Bureau of Economic Research, Inc.
62
Finance research letters
59
NBER Working Paper
54
Journal of empirical finance
40
The review of financial studies
38
International review of economics & finance : IREF
35
Journal of economic dynamics & control
35
International review of financial analysis
31
Journal of international money and finance
30
The journal of finance : the journal of the American Finance Association
30
Research paper series / Swiss Finance Institute
26
Journal of international financial markets, institutions & money
25
Economics letters
24
The North American journal of economics and finance : a journal of financial economics studies
24
Discussion papers / CEPR
23
Economic modelling
23
Journal of monetary economics
23
Applied economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Pacific-Basin finance journal
20
Working paper
20
CESifo working papers
19
Discussion paper / Centre for Economic Policy Research
19
Journal of econometrics
18
Journal of financial and quantitative analysis : JFQA
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Journal of political economy
16
Review of finance : journal of the European Finance Association
16
Review of quantitative finance and accounting
16
Applied financial economics
14
Finance and economics discussion series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial markets
14
The journal of asset management
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Discussion paper
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International journal of theoretical and applied finance
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ECONIS (ZBW)
3,308
RePEc
3
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1
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1
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
2
Identification of beliefs in the presence of disaster risk and misspecification
Chaudhuri, Saraswata
;
Renault, Eric
;
Wahlstrom, Oscar
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 261-290)
.
2023
Persistent link: https://www.econbiz.de/10014315375
Saved in:
3
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
Saved in:
4
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
5
Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
6
Kernel type estimator of the reinsurance premium for heavy-tailed loss distributions
Benkhelifa, Lazhar
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 65-70
Persistent link: https://www.econbiz.de/10010469183
Saved in:
7
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
8
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
9
Can credit spreads help predict a yield curve?
Abdymomunov, Azamat
;
Kang, Kyu Ho
;
Kim, Ki Jeong
- In:
Journal of international money and finance
64
(
2016
),
pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
Saved in:
10
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
Brahimi, Brahim
;
Abdelli, Jihane
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 135-143
Persistent link: https://www.econbiz.de/10011597203
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