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Stock prices and the equity premium during the recent bull and bear markets

Kopcke, Richard W.; Rutledge, Matthew S. - In: New England economic review (2004) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10002542571

Risk premiums and schooling choice

Olson, Lawrence S. - 1973 - July 1973

Persistent link: https://www.econbiz.de/10002303459

Forecasting the equity premium in the Australian market

Allen, David E. (contributor); De Mello, Lurion (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002254341

Are interventions self exciting?

Fischer, Andreas M.; Zurlinden, Mathias - In: Open economies review 15 (2004) 3, pp. 223-237

Persistent link: https://www.econbiz.de/10002225213

Special issue: International financial crisis : contagion, risk, premia and equity market impact ; [a selection of papers presented at the 2003 Midwest Finance Association meeting...

Blenman, Lloyd P. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002226075

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Bollerslev, Tim (contributor); … - 2004

"This paper proposes a method for constructing a volatility risk premium, or investor risk aversion, index. The method is intuitive and simple to implement, relying on the sample moments of the recently popularized model-free realized and option-implied volatility measures. A small-scale Monte...