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subject:"United Kingdom"
~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
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Search: subject_exact:"Equity risk premium"
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United Kingdom
CAPM
Risikoprämie
33
Risk premium
33
Theorie
17
Theory
17
Capital income
13
Kapitaleinkommen
13
Yield curve
9
Zinsstruktur
9
Estimation
8
Risiko
8
Risk
8
Schätzung
8
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7
Prognoseverfahren
7
Business cycle
6
Portfolio selection
6
Portfolio-Management
6
Risikoaversion
6
Risk aversion
6
Volatility
6
Volatilität
6
Anleihe
5
Bond
5
Börsenkurs
5
Equity premium
5
Konjunktur
5
Share price
5
Financial market
4
Finanzmarkt
4
Monetary policy
4
Stochastic process
4
Stochastischer Prozess
4
Asset pricing
3
Decision under uncertainty
3
Disaster
3
Entscheidung unter Unsicherheit
3
Equity premium puzzle
3
Equity-Premium-Puzzle
3
Exchange rate
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English
19
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Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Long, Huaigang
2
Zaremba, Adam
2
Alonso, Irasema
1
Bianchi, Daniele
1
Bianchi, Robert
1
Cakici, Nusret
1
Chiah, Mardy
1
Consiglio, Andrea
1
Curatola, Giuliano
1
Feng, Xu
1
Gollier, Christian
1
Guo, Jing
1
He, Xue Dong
1
He, Yunhao
1
Heiberger, Christopher
1
Horvath, Jaroslav
1
Khalaf, Lynda
1
Krivenko, Pavel
1
Leippold, Markus
1
Lu, Lei
1
Perras, Patrizia Julia
1
Pohl, Walter
1
Prado, Mauricio
1
Ruan, Xinfeng
1
Schaller, Huntley
1
Schmedders, Karl
1
Umar, Zaghum
1
Wagner, Niklas F.
1
Wilms, Ole
1
Xiao, Yajun
1
Zenios, Stauros Andrea
1
Zhang, Jin E.
1
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Journal of economic dynamics & control
Journal of financial economics
74
Finance research letters
42
Journal of banking & finance
41
International review of economics & finance : IREF
24
Discussion papers / CEPR
23
Journal of empirical finance
23
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
20
Discussion paper / Centre for Economic Policy Research
18
Economics letters
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Pacific-Basin finance journal
16
Journal of international money and finance
15
Applied economics
14
Journal of international financial markets, institutions & money
13
Economic modelling
12
Journal of econometrics
12
Journal of financial markets
11
The review of financial studies
11
Energy economics
10
Research in international business and finance
10
The journal of asset management
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
Review of quantitative finance and accounting
9
The European journal of finance
9
International journal of finance & economics : IJFE
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial and quantitative analysis : JFQA
8
Journal of monetary economics
8
Research paper series / Swiss Finance Institute
8
Review of finance : journal of the European Finance Association
8
International journal of theoretical and applied finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Emerging markets, finance and trade : EMFT
6
Review of financial economics : RFE
6
The journal of real estate finance and economics
6
Applied economics letters
5
Global finance journal
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ECONIS (ZBW)
19
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1
Asset prices in a labor search model with confidence shocks
Krivenko, Pavel
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478152
Saved in:
2
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
3
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
5
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
6
Labor market search, endogenous disasters and the equity premium puzzle
Heiberger, Christopher
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502573
Saved in:
7
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
8
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
9
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
10
Shadow banks, leverage risks, and asset prices
Feng, Xu
;
Lu, Lei
;
Xiao, Yajun
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012501436
Saved in:
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