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~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Risikoprämie"
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Risikoprämie
17
Risk premium
17
CAPM
12
Capital income
8
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8
Forecasting model
8
Kapitaleinkommen
8
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Bandi, Federico M.
2
Anatolyev, Stanislav
1
Andreou, Elena
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Bollerslev, Tim
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Chang, Chia-Lin
1
Darolles, Serge
1
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Fan, Jianqing
1
Francq, Christian
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1
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1
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Ke, Yuan
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1
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Journal of econometrics
Journal of financial economics
124
Finance research letters
117
Journal of banking & finance
95
Journal of international money and finance
68
International review of economics & finance : IREF
67
International review of financial analysis
62
Journal of empirical finance
59
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Journal of international financial markets, institutions & money
46
The North American journal of economics and finance : a journal of financial economics studies
46
The review of financial studies
46
Energy economics
45
Applied economics
44
Pacific-Basin finance journal
41
Economics letters
36
Journal of financial and quantitative analysis : JFQA
36
Journal of economic dynamics & control
33
Journal of financial markets
33
Research in international business and finance
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Economic modelling
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Review of finance : journal of the European Finance Association
28
Review of quantitative finance and accounting
24
Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of financial stability
22
Journal of monetary economics
20
The European journal of finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
The journal of asset management
18
Emerging markets, finance and trade : EMFT
17
Insurance / Mathematics & economics
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International journal of finance & economics : IJFE
17
Journal of financial econometrics
16
Journal of international economics
16
The journal of portfolio management : JPM
15
The quarterly journal of finance
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Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The journal of futures markets
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ECONIS (ZBW)
17
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1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
4
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
5
Factor models with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
Saved in:
6
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
7
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
8
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
9
Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje
;
Grammig, Joachim
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
Saved in:
10
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
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