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subject:"USA"
type:"article"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~subject:"Risk premium"
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USA
Risk premium
Estimation
910
Schätzung
908
Capital income
258
Kapitaleinkommen
258
Theorie
237
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237
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198
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Prokopczuk, Marcel
4
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3
Rubio, Gonzalo
3
Wese Simen, Chardin
3
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2
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International review of economics & finance : IREF
Journal of banking & finance
Applied economics
267
The review of economics and statistics
171
Applied economics letters
153
The American economic review
151
The journal of finance : the journal of the American Finance Association
151
Applied financial economics
117
Journal of financial economics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Journal of international money and finance
111
Journal of applied econometrics
98
The review of financial studies
94
The journal of futures markets
90
Economics letters
86
Journal of money, credit and banking : JMCB
86
Journal of financial and quantitative analysis : JFQA
79
Economic modelling
78
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
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71
Journal of econometrics
66
Southern economic journal
65
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63
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61
The North American journal of economics and finance : a journal of financial economics studies
61
The quarterly journal of economics
56
Finance research letters
55
Journal of economic dynamics & control
55
Journal of international financial markets, institutions & money
55
Journal of macroeconomics
55
Economic inquiry : journal of the Western Economic Association International
53
International review of financial analysis
52
Review of quantitative finance and accounting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
American journal of agricultural economics
47
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ECONIS (ZBW)
179
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1
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
2
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
5
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
6
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:
7
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
8
News tone, investor sentiment, and liquidity premium
Liu, Jun
;
Wu, Kai
;
Zhou, Ming
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 167-181
Persistent link: https://www.econbiz.de/10014343100
Saved in:
9
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:
10
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
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