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1
Book / Working Paper 		Evolutionary strategic beliefs and financial markets
Year:                     
2012-01-03
Person:  Jouini, Elyès; Napp, Clotilde; Viossat, Yannick
Institution:  HAL
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2
Article 		The Pricing of Time-Varying Exchange Rate Risk in the Stock Market: A Nonparametric Approach
Year:                     
2012
Person:  Chung, Y. Peter; Zhou, Zhong-guo
Publisher:  Berkeley Electronic Press
Published in:  Studies in Nonlinear Dynamics & Econometrics
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3
Book / Working Paper 		The Equity Risk Premium: Empirical Evidence from Emerging Markets
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4
Book / Working Paper 		Trend Shocks, Risk Sharing and Cross-Country Portfolio Holdings
Year:                     
2012
Person:  Arslan, Yavuz; Keles, Gursu; Kilinc, Mustafa
Institution:  Türkiye Cumhuriyet Merkez Bankası
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5
Article 		Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods
Year:                     
2012
Person:  Wang, Zhiguang; Bidarkota, Prasad V.
Published in:  Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria ; 42
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6
Book / Working Paper 		Determinants of bank interest spread in Estonia
Year:                     
2012
Person:  Männasoo, Kadri
Publisher:  Tallinn : Eesti Pank
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7
Article 		Structural breaks, adaptive expectations, and risk premium : the information content in the mispricing of the USD/RMB forward rates
Year:                     
2012
Person:  Chen, Rong; Zheng, Zhenlong
Published in:  China's reality and global vision : management research and development in China
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8
Book / Working Paper 		Trend shocks, risk sharing and cross-country portfolio holdings
Year:                     
2012
Person:  Arslan, Yavuz; Keleș, Gürsu; Kilinc̦, Mustafa
Publisher:  [Ankara]
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9
Book / Working Paper 		Quantitative credit portfolio management : new techniques for alpha capture
Year:                     
c 2012
Publisher:  Hoboken, NJ : Wiley
Affiliated person:  Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D.
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10
Article 		How can information on CDS contracts be used to estimate liquidity premium in the bond market
Year:                     
2012
Person:  Tarasova, Polina
Published in:  Market risk and financial markets modeling
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11
Article 		Financial leverage and shareholder's required returns : evidence from South Africa corporate sector
Year:                     
2012
Person:  Matemilola, B. T.; Bany-Ariffin, Amain
Published in:  Transition studies review ; 18
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12
Book / Working Paper 		Will Portugal turn into a second Greece?
Year:                     
2012
Person:  Schrader, Klaus; Laaser, Claus-Friedrich
Publisher:  Kiel
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13
Book / Working Paper 		Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
Year:                     
2011-12-21
Person:  Bollerslev, Tim; Osterrieder, Daniela; Sizova, Natalia; Tauchen, George
Institution:  School of Economics and Management, University of Aarhus
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14
Book / Working Paper 		Stochastic Correlation and Risk Premia in Term Structure Models
Year:                     
2011-12-01
Person:  Chiarella, Carl; Hsiao, Chih-Ying; To, Thuy-Duong
Institution:  Quantitative Finance Research Centre, School of Finance and Economics
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15
Book / Working Paper 		Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion
Year:                     
2011-12
Person:  Ubukata, Masato; Watanabe, Toshiaki
Institution:  Institute of Economic Research, Hitotsubashi University
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16
Book / Working Paper 		Disappointment Models : an axiomatic approach
Year:                     
2011-12
Person:  Chauveau, Thierry; Nalpas, Nicolas
Institution:  HAL
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17
Book / Working Paper 		Government bond risk premia and the cyclicality of fiscal policy
Year:                     
2011-12
Person:  Christoffel, Kai; Jaccard, Ivan; Kilponen, Juha
Institution:  European Central Bank
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18
Book / Working Paper 		Conditions for turning the ex ante risk premium into an ex post redemption for EU government debt
Year:                     
2011-11-17
Person:  Colignatus, Thomas
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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19
Book / Working Paper 		Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR
Year:                     
2011-11-08
Person:  Carare, Alina; Popescu, Adina
Institution:  International Monetary Fund (IMF)
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20
Book / Working Paper 		Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective
Year:                     
2011-11
Person:  Marotta, Giuseppe
Institution:  Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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21
Book / Working Paper 		Default Risk Premium and Aggregate Fluctuations in a Small Open Economy
Year:                     
2011-11
Person:  Cakici, S. Meral
Institution:  İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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22
Book / Working Paper 		Simultaneous determination of market value and risk premium in the valuation of firms
Year:                     
2011-10
Person:  Lutz, Stefan
Institution:  International Centre for Economic Research (ICER)
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23
Book / Working Paper 		Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective
Year:                     
2011-10
Person:  Marotta, Giuseppe
Institution:  Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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24
Book / Working Paper 		Political Uncertainty and Risk Premia
Year:                     
2011-10
Person:  Pástor, Luboš; Veronesi, Pietro
Institution:  C.E.P.R. Discussion Papers
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25
Book / Working Paper 		The Risk Premium and Long-Run Global Imbalances
Year:                     
2011-10
Person:  Chien, YiLi; Naknoi, Kanda
Institution:  Krannert School of Management, Purdue University
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26
Book / Working Paper 		Infrastructure: Real Assets and Real Returns
Year:                     
2011-09-01
Person:  Bird, Ron; Liem, Harry; Thorp, Susan
Institution:  Paul Woolley Centre for Capital Market Dysfunctionality, School of Finance and Economics
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27
Book / Working Paper 		The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
Year:                     
2011-08-19
Person:  Hagströmer, Björn; Nilsson, Birger; Hansson, Björn
Institution:  Nationalekonomiska Institutionen, Ekonomihögskolan
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28
Book / Working Paper 		Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
Year:                     
2011-08-01
Person:  Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
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29
Book / Working Paper 		Global Liquidity: Availability of Funds for Safe and Risky Assets
Year:                     
2011-06-10
Person:  Matsumoto, Akito
Institution:  International Monetary Fund (IMF)
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30
Book / Working Paper 		Sostenibilità finanziaria e rischio politico degli schemi pensionistici a contribuzione definita: una prospettiva macroprudenziale (Financial sustainability and political risk in defined contriburiion pension schemes: a macroprudential perspective)
Year:                     
2011-06
Person:  Marotta, Giuseppe
Institution:  Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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31
Book / Working Paper 		Prima de riesgo del mercado utilizada para España: Encuesta 2011
Year:                     
2011-05-03
Person:  Fernandez, Pablo; Aguirreamalloa, Javier; Corres, Luis
Institution:  IESE Business School, Universidad de Navarra
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32
Other 		THREE ESSAYS ON AGRICULTURAL FUTURES TRADERS
Year:                     
2011-05
Person:  Aulerich, Nicole M.
Affiliated person:  Irwin, Scott H.; Irwin, Scott H.; Garcia, Philip; Good, Darrel; Pearson, Neil
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33
Book / Working Paper 		EQUITY PREMIUM, INFLATION AND MARKET
Year:                     
2011-04-15
Person:  Jarvis, Matthew John Kuys
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34
Book / Working Paper 		Probabilities of Default and the Market Price of Risk in a Distressed Economy
Year:                     
2011-04-04
Person:  Basurto, Miguel A. Segoviano; Espinoza, Raphael A.
Institution:  International Monetary Fund (IMF)
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35
Book / Working Paper 		The Real Exchange Rate, Real Interest Rates, and the Risk Premium
Year:                     
2011-04
Person:  Engel, Charles
Institution:  Department of Economics & Finance, Institut für Höhere Studien (IHS)
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36
Book / Working Paper 		Market risk premium used in 2010 by analysts and companies: A survey with 2.400 answers
Year:                     
2011-03-07
Person:  Fernandez, Pablo; del Campo, Javier
Institution:  IESE Business School, Universidad de Navarra
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37
Book / Working Paper 		Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Year:                     
2011-03
Person:  Härdle, Wolfgang Karl; Osipenko, Maria
Institution:  Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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38
Book / Working Paper 		Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Year:                     
2011-02-01
Person:  Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim
Institution:  Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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39
Book / Working Paper 		The Forward Discount Puzzle: Identication of Economic Assumptions
Year:                     
2011-01
Person:  Moon, Seongman; Velasco, Carlos
Institution:  Research Institute for Market Economy, Sogang University
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40
Book / Working Paper 		Credit Risk and Disaster Risk
Year:                     
2011-01
Person:  Gourio, François
Institution:  C.E.P.R. Discussion Papers
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41
Book / Working Paper 		Risk premia and the social cost of carbon: A review
Year:                     
2011
Person:  Kousky, Carolyn; Kopp, Robert E.; Cooke, Roger
Institution:  Institut für Weltwirtschaft (IfW)
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42
Article 		Modeling Guarantees, Over-Indebtedness and Financial Crises in an Open Economy
Year:                     
2011
Person:  Corrado, Germana
Institution:  Korean International Economic Association
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43
Book / Working Paper 		Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
Year:                     
2011
Person:  Binici, Mahir; Cheung, Yin-Wong
Institution:  Türkiye Cumhuriyet Merkez Bankası
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44
Article 		On the relation between the market risk premium and market volatility
Year:                     
2011
Person:  Han, Yufeng
Publisher:  Taylor and Francis Journals
Published in:  Applied Financial Economics
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45
Article 		CREDIT RISK PRICING AND THE COST OF RISK: A TWO WAY AVENUE
Year:                     
2011
Person:  Moinescu, Bogdan
Institution:  Asociaţia Generalā a Economiştilor din România - AGER
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46
Book / Working Paper 		Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
Year:                     
2011
Person:  Binici, Mahir; Cheung, Yin-Wong
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47
Book / Working Paper 		One Theory For Two Risk Premia
Year:                     
2011
Person:  GABILLON, Emmanuelle
Institution:  Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
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48
Article 		A Test of the Validity of Capital Asset Pricing Model in Istanbul Stock Exchange
Year:                     
2011
Person:  BILGIN, Rumeysa; BASTI, Eyup
Institution:  Facultatea de Ştiinţe Economice, Universitatea Danubius
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49
Article 		Diverse beliefs and time variability of risk premia
Year:                     
2011
Person:  Kurz, Mordecai; Motolese, Maurizio
Publisher:  Springer
Published in:  Economic Theory
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50
Article 		Equity Risk Premium for Investments Projects in Renewable Resources
Year:                     
2011
Person:  LIPARĂ, Carmen; ALDEA, Anamaria; CIOBANU, Anamaria
Institution:  Asociaţia Generalā a Economiştilor din România - AGER
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