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subject:"Currency derivative"
~isPartOf:"Journal of financial markets"
~isPartOf:"Working paper"
~subject:"Estimation"
~subject:"Volatility"
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Currency derivative
Estimation
Volatility
Risikoprämie
117
Risk premium
117
Capital income
41
Kapitaleinkommen
41
Theorie
41
Theory
41
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40
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Equity premium
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McAleer, Michael
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Thornton, Daniel L.
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Baillie, Richard
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Bansal, Naresh K.
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Chen, Xi
2
Gourier, Elise
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Guidolin, Massimo
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Guo, Hui
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1
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1
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1
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1
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1
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1
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Journal of financial markets
Working paper
Journal of financial economics
99
Journal of banking & finance
93
NBER working paper series
79
Working paper / National Bureau of Economic Research, Inc.
74
NBER Working Paper
64
Journal of international money and finance
63
Journal of empirical finance
54
International review of economics & finance : IREF
45
Journal of international financial markets, institutions & money
44
Finance research letters
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International review of financial analysis
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1
Consumption dynamics and welfare under non-Gaussian earnings risk
Guvenen, Fatih
;
Madera, Rocio
;
Ozkan, Serdar
-
2024
Persistent link: https://www.econbiz.de/10014521342
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2
Hierarchical house price model incorporating geographical and macroeconomic factors
Lyu, Lingfeng
-
2023
Persistent link: https://www.econbiz.de/10014461442
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3
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
4
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
Saved in:
5
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
-
2021
Persistent link: https://www.econbiz.de/10013328240
Saved in:
6
Profitability anomaly and aggregate volatility risk
Barinov, Alexander
- In:
Journal of financial markets
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014466100
Saved in:
7
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
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8
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
9
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
10
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
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