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Risk premium
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710
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ECONIS (ZBW)
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1
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
2
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:
3
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
4
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
5
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
Saved in:
6
Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon
;
Marra, Miriam
- In:
Journal of banking & finance
106
(
2019
),
pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
Saved in:
7
The asymmetric effect of equity volatility on credit default swap spreads
Lee, Hwang Hee
;
Hyun, Jung-Soon
- In:
Journal of banking & finance
98
(
2019
),
pp. 125-136
Persistent link: https://www.econbiz.de/10012162246
Saved in:
8
Asset pricing and extreme event risk : common factors in ILS fund returns
Braun, Alexander
;
Ben Ammar, Semir
;
Eling, Martin
- In:
Journal of banking & finance
102
(
2019
),
pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
Saved in:
9
The information content of forward moments
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
106
(
2019
),
pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
Saved in:
10
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
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