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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Risk premium"
~subject:"Theory"
~type:"article"
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Kapitaleinkommen
Risk premium
Theory
Estimation
205
Schätzung
205
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146
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146
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85
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35
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Fama, Eugene F.
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The journal of finance : the journal of the American Finance Association
Applied economics
407
Economic modelling
260
Economics letters
247
Applied economics letters
244
Journal of banking & finance
238
International review of economics & finance : IREF
214
Journal of international money and finance
207
Journal of econometrics
200
Finance research letters
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Journal of empirical finance
190
Applied financial economics
181
International review of financial analysis
177
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167
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The review of economics and statistics
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European economic review : EER
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Integrating factor models
Avramov, Doron
;
Cheng, Si
;
Metzker, Lior
;
Voigt, Stefan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1593-1646
Persistent link: https://www.econbiz.de/10014312047
Saved in:
2
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
3
Commodity Trade and the Carry Trade : a tale of two countries
Ready, Robert
;
Roussanov, Nikolai
;
Ward, Colin
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2629-2684
Persistent link: https://www.econbiz.de/10012160144
Saved in:
4
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
5
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
6
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
7
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
Saved in:
8
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
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9
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
10
Term structure of consumption risk premia in the cross section of currency returns
Zviadadze, Irina
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
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