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isPartOf:"Handbook of the equity risk premium"
~isPartOf:"Economics letters"
~isPartOf:"The review of financial studies"
~subject:"Risk aversion"
~subject:"Volatilität"
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Handbook of the equity risk premium
Economics letters
The review of financial studies
Journal of banking & finance
56
Journal of financial economics
48
Finance research letters
37
NBER working paper series
37
Working paper / National Bureau of Economic Research, Inc.
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
2
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
3
Growth risks, asset prices, and welfare
Croce, Mariano M.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607134
Saved in:
4
The high frequency risk attitude implied by the volatility risk premium
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170635
Saved in:
5
SPAC IPO waves
Blomkvist, Magnus
;
Vulanovic, Milos
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511149
Saved in:
6
Macroeconomic tail risks and asset prices
Schreindorfer, David
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3541-3582
Persistent link: https://www.econbiz.de/10012249741
Saved in:
7
The equity premium and the one percent
Akira Toda, Alexis
;
Walsh, Kieran
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3583-3623
Persistent link: https://www.econbiz.de/10012249745
Saved in:
8
Macroeconomic risk and idiosyncratic risk-taking
Chen, Zhiyao
;
Strebulaev, Ilya A.
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 1148-1187
Persistent link: https://www.econbiz.de/10012033536
Saved in:
9
Can ambiguity about rare disasters explain equity premium puzzle?
Wang, Yuanping
;
Mu, Congming
- In:
Economics letters
183
(
2019
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012122504
Saved in:
10
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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