//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk premium"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Markov Switching Cointegrati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk premium
Portfolio-Management
95
Portfolio selection
93
Theorie
79
Theory
78
Capital income
71
Kapitaleinkommen
71
Prognoseverfahren
68
Forecasting model
66
USA
57
United States
54
Estimation
42
Schätzung
42
Börsenkurs
32
Share price
31
Zinsstruktur
28
CAPM
27
Markov chain
27
Markov-Kette
27
Yield curve
27
Immobilienfonds
25
Volatilität
25
Real estate fund
24
Volatility
24
Zeitreihenanalyse
24
Time series analysis
23
Monetary policy
20
Risikoprämie
20
Risk
19
Finanzkrise
18
Geldpolitik
18
Risiko
18
Financial crisis
17
Financial market
17
Finanzmarkt
17
Predictability
17
VAR model
17
VAR-Modell
17
Aktienmarkt
15
Bayes-Statistik
15
more ...
less ...
Online availability
All
Free
9
Undetermined
4
Type of publication
All
Article
10
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
19
Author
All
Guidolin, Massimo
19
Ravazzolo, Francesco
4
Bianchi, Daniele
3
Pedio, Manuela
3
Thornton, Daniel L.
3
Füss, Roland
2
Koeppel, Christian
2
Contessi, Silvio
1
De Pace, Pierangelo
1
Ono, Sadayuki
1
Tam, Yu Man
1
Tortora, Andrea Donato
1
Tosi, Alessandra
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
2
Published in...
All
Working paper
3
Journal of economics & business
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Federal Reserve Bank of St. Louis Working Paper Series
1
Finance research letters
1
International journal of forecasting
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
University of St.Gallen, School of Finance Research Paper
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
2
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
-
2016
-
This version: August, 2016
Persistent link: https://www.econbiz.de/10011806010
Saved in:
3
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 117-134
Persistent link: https://www.econbiz.de/10011892337
Saved in:
4
High equity premia and crash fears : rational foundations
Guidolin, Massimo
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
3
,
pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
Saved in:
5
Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo
- In:
Journal of economics & business
58
(
2006
)
2
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
Saved in:
6
Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo
;
Ono, Sadayuki
- In:
Journal of economics & business
58
(
2006
)
5/6
,
pp. 480-518
Persistent link: https://www.econbiz.de/10003374308
Saved in:
7
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
-
2010
Persistent link: https://www.econbiz.de/10008651137
Saved in:
8
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
9
Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
2
,
pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
Saved in:
10
A yield spread perspective on the great financial crisis : break-point test evidence
Guidolin, Massimo
;
Tam, Yu Man
- In:
International review of financial analysis
26
(
2013
),
pp. 18-39
Persistent link: https://www.econbiz.de/10009717229
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->