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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Risk premium"
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Volatility
Risk premium
Estimation
851
Schätzung
851
Theorie
264
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264
Capital income
212
Kapitaleinkommen
212
USA
166
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166
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Bollerslev, Tim
6
Todorov, Viktor
5
Christoffersen, Peter F.
3
Kanas, Angelos
3
Kelly, Bryan T.
3
Narayan, Paresh Kumar
3
Andersen, Torben
2
Bai, Jennie
2
Bali, Turan G.
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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Journal of applied econometrics
Journal of financial economics
Journal of international financial markets, institutions & money
Energy economics
145
Applied economics
140
Finance research letters
140
International review of economics & finance : IREF
133
Economic modelling
126
Journal of banking & finance
123
International review of financial analysis
118
Working paper / National Bureau of Economic Research, Inc.
118
NBER working paper series
113
Journal of econometrics
109
Journal of empirical finance
108
The North American journal of economics and finance : a journal of financial economics studies
107
NBER Working Paper
102
Journal of international money and finance
99
Applied financial economics
92
Working paper
88
Applied economics letters
87
Research in international business and finance
76
Discussion paper / Centre for Economic Policy Research
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
CESifo working papers
68
The journal of futures markets
65
Economics letters
63
Journal of risk and financial management : JRFM
61
Discussion paper / Tinbergen Institute
58
International journal of finance & economics : IJFE
56
The European journal of finance
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
International journal of forecasting
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Discussion papers / CEPR
43
Journal of economic dynamics & control
42
Pacific-Basin finance journal
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Research paper series / Swiss Finance Institute
40
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39
Journal of financial markets
38
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ECONIS (ZBW)
215
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215
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
9
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:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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