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subject:"Estimation"
type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Journal of financial economics"
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Estimation
Großbritannien
34
United Kingdom
34
Schätzung
10
Börsenkurs
8
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8
Risikoprämie
7
Risk premium
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Aufsatz im Buch
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Banegas, Ayelen
1
Bardgett, Chris
1
Brandt, Michael W.
1
Bădărinză, Cristian
1
Dahlquist, Magnus
1
De Santis, Giorgio
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Dimson, Elroy
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1
Timmermann, Allan
1
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1
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Journal of financial economics
Applied economics
114
Applied financial economics
50
Oxford bulletin of economics and statistics
39
The economic journal : the journal of the Royal Economic Society
38
Journal of international money and finance
33
Applied economics letters
29
Economic modelling
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Economica
26
The European journal of finance
25
Scottish journal of political economy : the journal of the Scottish Economic Society
23
Economics letters
22
The Manchester School
22
International journal of finance & economics : IJFE
21
Journal of applied econometrics
21
Journal of population economics
21
Labour economics : official journal of the European Association of Labour Economists
19
European economic review : EER
17
Oxford economic papers
16
The journal of futures markets
16
International review of economics & finance : IREF
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of money, credit and banking : JMCB
12
Cambridge journal of economics
11
Journal of banking & finance
11
Journal of macroeconomics
11
National Institute economic review
11
Economics of education review
10
International journal of the economics of business
10
International review of financial analysis
10
Journal of econometrics
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Quarterly bulletin / Bank of England
10
Regional studies
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The review of economics and statistics
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Bulletin of economic research
9
Economic issues
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Environment & planning
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
2
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
3
Home away from home? : foreign demand and London house prices
Bădărinză, Cristian
;
Ramadorai, Tarun
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012051347
Saved in:
4
Four centuries of return predictability
Golez, Benjamin
;
Koudijs, Peter
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 248-263
Persistent link: https://www.econbiz.de/10011968859
Saved in:
5
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
6
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
7
The high volume return premium : cross-country evidence
Kaniel, Ron
;
Ozoguz, Arzu
;
Starks, Laura T.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
Saved in:
8
Ex post: the investment performance of collectible stamps
Dimson, Elroy
;
Spaenjers, Christophe
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 443-458
Persistent link: https://www.econbiz.de/10009242203
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
10
How big is the premium for currency risk?
De Santis, Giorgio
- In:
Journal of financial economics
49
(
1998
)
3
,
pp. 375-412
Persistent link: https://www.econbiz.de/10001246742
Saved in:
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