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type_genre:"Article in journal"
~isPartOf:"The review of financial studies"
~subject:"Risk premium"
~subject:"Schock"
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Risk premium
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Biais, Bruno
1
Bongaerts, Dion
1
Bégin, Jean-François
1
Chen, Hui
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The review of financial studies
Journal of financial economics
44
Economics letters
39
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37
International review of economics & finance : IREF
32
Economic modelling
31
International review of financial analysis
28
Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
24
Journal of economic dynamics & control
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
20
Applied economics letters
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Pacific-Basin finance journal
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European economic review : EER
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Research in international business and finance
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Review of economic dynamics
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Journal of risk and financial management : JRFM
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of financial markets
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Journal of international economics
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Macroeconomic dynamics
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International journal of finance & economics : IJFE
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Review of finance : journal of the European Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial stability
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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1
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2345-2385
Persistent link: https://www.econbiz.de/10013188964
Saved in:
2
Term structure of risk in expected returns
Zviadadze, Irina
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
Saved in:
3
Idiosyncratic jump risk matters : evidence from equity returns and options
Bégin, Jean-François
;
Dorion, Christian
;
Gauthier, …
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 155-211
Persistent link: https://www.econbiz.de/10012135546
Saved in:
4
Demand for crash insurance, intermediary constraints, and risk premia in financial markets
Chen, Hui
;
Joslin, Scott
;
Ni, Sophie Xiaoyan
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 228-265
Persistent link: https://www.econbiz.de/10012033392
Saved in:
5
How risky is consumption in the long-run? : benchmark estimates from a robust estimator
Dew-Becker, Ian
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 631-666
Persistent link: https://www.econbiz.de/10011746290
Saved in:
6
An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
Saved in:
7
Bond market exposures to macroeconomic and monetary policy risks
Song, Dongho
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2761-2817
Persistent link: https://www.econbiz.de/10011755603
Saved in:
8
Where's the kink? : disappointment events in consumption growth and equilibrium asset prices
Delikouras, Stefanos
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2851-2889
Persistent link: https://www.econbiz.de/10011755637
Saved in:
9
Dynamics of innovation and risk
Biais, Bruno
;
Rochet, Jean-Charles
;
Woolley, Paul
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1353-1380
Persistent link: https://www.econbiz.de/10011338202
Saved in:
10
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
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