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person:"Zhang, Lu"
~person:"Ardison, Kym"
~person:"Harvey, Campbell R."
~subject:"Risk premium"
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Risk premium
Capital income
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Zhang, Lu
Ardison, Kym
Harvey, Campbell R.
Zaremba, Adam
35
Zhou, Hao
26
Bali, Turan G.
22
Bollerslev, Tim
22
Campbell, John Y.
21
Bekaert, Geert
20
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17
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16
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16
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15
Sarno, Lucio
15
Guo, Hui
14
Parker, Jonathan A.
14
Verdelhan, Adrien
13
Yogo, Motohiro
13
Long, Huaigang
12
Piazzesi, Monika
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Subrahmanyam, Avanidhar
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Valente, Giorgio
12
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Bansal, Ravi
11
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Tamoni, Andrea
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10
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9
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Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
2
The variation of economic risk premiums
Ferson, Wayne E.
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
Saved in:
3
Time-varying world market integration
Bekaert, Geert
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 403-444
Persistent link: https://www.econbiz.de/10001184815
Saved in:
4
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1625-1665
Persistent link: https://www.econbiz.de/10001236726
Saved in:
5
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
6
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
10
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
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