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source:"econis"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kapitaleinkommen"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Search: subject_exact:"Equity premium"
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Kapitaleinkommen
Zinsstruktur
Risikoprämie
24
Risk premium
24
Capital income
13
Estimation
12
Schätzung
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Theorie
12
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Almeida, Caio
6
Ardison, Kym
6
Garcia, René
6
Vicente, Jose
6
Bali, Turan G.
2
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Scaillet, Olivier
2
Schaumburg, Ernst
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Abbritti, Mirko
1
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1
Monfort, Alain
1
Moreno, Antonio
1
Nelson, Charles R.
1
Pegoraro, Fulvio
1
Renne, Jean-Paul
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Savva, Christos S.
1
Schneider, Paul
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
124
Journal of banking & finance
113
Finance research letters
74
Journal of empirical finance
64
International review of economics & finance : IREF
53
Journal of international money and finance
49
International review of financial analysis
48
Journal of international financial markets, institutions & money
43
The review of financial studies
40
Pacific-Basin finance journal
36
Journal of financial markets
34
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Applied economics
31
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of economic dynamics & control
30
The journal of finance : the journal of the American Finance Association
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Review of finance : journal of the European Finance Association
25
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Applied financial economics
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Journal of financial and quantitative analysis : JFQA
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Journal of monetary economics
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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The European journal of finance
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The journal of fixed income
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Journal of econometrics
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Review of quantitative finance and accounting
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Applied economics letters
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Journal of risk and financial management : JRFM
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The journal of asset management
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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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Economic modelling
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The quarterly journal of finance
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International journal of finance & economics : IJFE
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of theoretical and applied finance
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The American economic review
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ECONIS (ZBW)
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1
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Rejoinder on: 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. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
9
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
10
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
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