//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Gouriéroux, Christian"
~person:"Campbell, John Y."
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk premium"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
16
Risk premium
16
Theorie
11
Theory
11
CAPM
7
Derivat
5
Derivative
5
Aktienmarkt
3
Capital income
3
Credit risk
3
Kapitaleinkommen
3
Kreditrisiko
3
Method of moments
3
Momentenmethode
3
Stock market
3
USA
3
United States
3
Yield curve
3
Zinsstruktur
3
Anleihe
2
Bond
2
Börsenkurs
2
Consumption
2
Credit derivative
2
Inflation
2
Insolvency
2
Insolvenz
2
Konsum
2
Kreditderivat
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Volatility
2
Volatilität
2
1871-1990
1
1895-1995
1
1947-1999
1
1980-2000
1
1980-2010
1
Aktie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Article in journal
16
Aufsatz im Buch
3
Book section
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
16
Author
All
Gouriéroux, Christian
Campbell, John Y.
Zaremba, Adam
26
Gupta, Rangan
19
Fabozzi, Frank J.
18
Jacobs, Kris
16
Zhou, Hao
16
Bekaert, Geert
15
Wolff, Christiaan Cornelis Petrus
15
Almeida, Caio
14
Bansal, Ravi
13
Batten, Jonathan A.
13
Gollier, Christian
13
Lustig, Hanno
13
Rubio, Gonzalo
13
Sarno, Lucio
13
Wohar, Mark E.
13
Bali, Turan G.
12
Bollerslev, Tim
12
Zhang, Jin E.
12
Benth, Fred Espen
11
Tzavalis, Elias
11
Bhar, Ramaprasad
10
Christoffersen, Peter F.
10
Demirer, Rıza
10
Garcia, René
10
Guidolin, Massimo
10
Hammoudeh, Shawkat
10
Long, Huaigang
10
Miffre, Joëlle
10
Prokopczuk, Marcel
10
Ruan, Xinfeng
10
Tauchen, George Eugene
10
Wagner, Niklas F.
10
Wang, Junbo
10
Baillie, Richard
9
Cakici, Nusret
9
Chernov, Mikhail
9
Guesmi, Khaled
9
Hassan, M. Kabir
9
Lettau, Martin
9
more ...
less ...
Published in...
All
Journal of political economy
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Journal of econometrics
1
Review of finance : journal of the European Finance Association
1
The American economic review
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The Scandinavian journal of economics
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
3
Aversions to impatience, uncertainty and illiquidity
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Saved in:
4
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
5
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
6
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
7
Empirical asset pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
Campbell, John Y.
- In:
The Scandinavian journal of economics
116
(
2014
)
3
,
pp. 593-634
Persistent link: https://www.econbiz.de/10010421869
Saved in:
8
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
9
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
10
Inflation illusion and stock prices
Campbell, John Y.
;
Vuolteenaho, Tuomo
- In:
The American economic review
94
(
2004
)
2
,
pp. 19-23
Persistent link: https://www.econbiz.de/10002159369
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->