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accessRights:"restricted"
isPartOf:"Journal of Econometrics"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Risikoprämie"
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Risikoprämie
Estimation
284
Schätzung
281
Capital income
75
Kapitaleinkommen
75
Börsenkurs
70
Share price
70
Volatility
62
Volatilität
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Sakemoto, Ryuta
2
Afonso, António
1
Asgharian, Hossein
1
Bekaert, Geert
1
Byrne, Joseph P.
1
Chi, Xie
1
Cho, Sungjun
1
Christiansen, Charlotte
1
Dai, Yingtong
1
De Santis, Roberto A.
1
Duc Nguyen Nguyen
1
Finta, Marinela Adriana
1
Foglia, Matteo
1
Fukuta, Yuichi
1
Ge, Futing
1
Gong, Jue
1
Guidolin, Massimo
1
Harris, Richard D. F.
1
Hou, Ai Jun
1
Hyde, Stuart
1
Jalles, João Tovar
1
Kunkler, Michael
1
Kónya, István
1
Le Phuong Xuan Dang
1
Li, Jing
1
Li, Matthew C.
1
Linh Hoang Nguyen
1
Liu, Liu
1
MacDonald, Ronald
1
Maduko, Franklin
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Miller, Norman C.
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Mumo, Muinde Patrick
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Narayan, Paresh Kumar
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Nguyen Phuc Canh
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Ornelas, José Renato Haas
1
Pedio, Manuela
1
Pereverzin, Aleksandr
1
Polanski, Arnold
1
Riedel, Christoph
1
Sousa, João
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Journal of Econometrics
International journal of economics and finance
Journal of international financial markets, institutions & money
Journal of financial economics
51
Journal of banking & finance
35
Finance research letters
32
Discussion papers / CEPR
29
Journal of empirical finance
29
Journal of international money and finance
28
Discussion paper / Centre for Economic Policy Research
23
International review of economics & finance : IREF
23
International review of financial analysis
23
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial markets
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Pacific-Basin finance journal
14
Applied economics letters
10
Economic modelling
10
Economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of econometrics
8
Journal of economic dynamics & control
8
Research paper series / Swiss Finance Institute
8
Review of quantitative finance and accounting
8
Emerging markets, finance and trade : EMFT
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Review of finance : journal of the European Finance Association
7
The European journal of finance
7
Energy economics
6
Journal of financial econometrics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of asset management
6
The quarterly journal of finance
6
The review of financial studies
6
International journal of finance & economics : IJFE
5
Swiss Finance Institute Research Paper
5
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
2
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
3
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
4
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
5
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
6
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
7
Uncertainty and corporate default risk : novel evidence from emerging markets
Duc Nguyen Nguyen
;
Nguyen Phuc Canh
;
Le Phuong Xuan Dang
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357316
Saved in:
8
Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana
;
Ornelas, José Renato Haas
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
Saved in:
9
Risk and return in international corporate bond markets
Bekaert, Geert
;
De Santis, Roberto A.
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012801548
Saved in:
10
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
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