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subject:"Risikoprämie"
~isPartOf:"Finance and economics discussion series"
~person:"Zhou, Hao"
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Risikoprämie
Yield curve
7
Zinsstruktur
7
USA
4
United States
4
Estimation
3
Risk premium
3
Schätzung
3
Volatility
3
Volatilität
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Credit risk
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Financial market
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Finanzmarkt
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Forecasting model
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Government securities
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Kreditrisiko
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Prognoseverfahren
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Staatspapier
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1954-1999
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1964-1995
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2001-2007
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CAPM
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Capital income
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Corporate bond
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Credit derivative
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Economic indicator
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Geldmarkt
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Kapitaleinkommen
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Kreditderivat
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Market liquidity
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Marktliquidität
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Modellierung
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Money market
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Scientific modelling
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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Time series analysis
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Zhou, Hao
Kim, Don H.
4
Wei, Min
4
D'Amico, Stefania
3
Tauchen, George Eugene
3
Wright, Jonathan H.
3
Bekaert, Geert
2
Durham, J. Benson
2
Engstrom, Eric
2
Tanaka, Hiroatsu
2
Xing, Yuhang
2
Andreasen, Martin Møller
1
Bansal, Ravi
1
Beechey, Meredith Jane
1
Darst, R. Matthew
1
Ferreira, Thiago R. T.
1
Gürkaynak, Refet S.
1
Infante, Sebastian
1
Jørgensen, Kasper
1
Meldrum, Andrew
1
Minoiu, Camelia
1
Nakata, Taisuke
1
Nozawa, Yoshio
1
Ochoa, Marcelo
1
Ostry, Daniel A.
1
Park, Yang-Ho
1
Refayet, Ehraz
1
Rogers, John A.
1
Sack, Brian
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Schneider, Andrés
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Tinsley, P. A.
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Finance and economics discussion series
ERID working paper
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
The Journal of finance and data science : JFDS
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The quarterly journal of finance
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ECONIS (ZBW)
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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
2
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10003391507
Saved in:
3
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
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