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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Risikoprämie"
~subject:"Time series analysis"
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Volatilität
Risikoprämie
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Estimation
206
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206
Capital income
84
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84
Theorie
53
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Prokopczuk, Marcel
4
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2
Huang, Tao
2
Li, Junye
2
Philip, Dennis
2
Strohsal, Till
2
Wese Simen, Chardin
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Journal of banking & finance
Energy economics
152
Finance research letters
148
Applied economics
135
Economic modelling
134
International review of economics & finance : IREF
123
Journal of econometrics
114
The North American journal of economics and finance : a journal of financial economics studies
100
International review of financial analysis
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Economics letters
83
Applied economics letters
81
Research in international business and finance
74
Discussion paper / Centre for Economic Policy Research
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of empirical finance
72
Journal of international financial markets, institutions & money
70
International journal of forecasting
68
Journal of financial economics
64
Journal of international money and finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Discussion papers / CEPR
53
Working paper / National Bureau of Economic Research, Inc.
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Journal of economic dynamics & control
44
Pacific-Basin finance journal
41
International journal of finance & economics : IJFE
36
Journal of financial econometrics
36
Quantitative finance
35
Econometric reviews
33
Emerging markets, finance and trade : EMFT
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial markets
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The European journal of finance
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Journal of macroeconomics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
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Macroeconomic dynamics
27
Computational economics
25
Journal of forecasting
24
International journal of economics and finance
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ECONIS (ZBW)
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
8
Patented knowledge capital and implied equity risk premium
Hegde, Shantaram P.
;
Mishra, Dev R.
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248261
Saved in:
9
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
10
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
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