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~isPartOf:"Journal of financial econometrics"
~type_genre:"Article in journal"
~type_genre:"Statistics"
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Search: subject_exact:"Risikoprämie"
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Risikoprämie
16
Risk premium
16
Capital income
7
Kapitaleinkommen
7
Estimation
6
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6
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6
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Kleibergen, Frank
2
Kong, Lingwei
2
Zhan, Zhaoguo
2
Alessi, Lucia
1
Alitab, Dario
1
Balduzzi, Pierluigi
1
Barunik, Jozef
1
Berardi, Andrea
1
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1
Bulkley, George
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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1
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1
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1
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Journal of financial 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
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The North American journal of economics and finance : a journal of financial economics studies
46
The review of financial studies
46
Energy economics
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Applied economics
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Pacific-Basin finance journal
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Journal of financial markets
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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
23
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
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Insurance / Mathematics & economics
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International journal of finance & economics : IJFE
17
Journal of econometrics
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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)
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1
Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Kölbel, Julian
;
Leippold, Markus
;
Rillaerts, Jordy
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 30-69
Persistent link: https://www.econbiz.de/10014526303
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
4
Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads
Balduzzi, Pierluigi
;
Savona, Roberto
;
Alessi, Lucia
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1728-1758
Persistent link: https://www.econbiz.de/10014444728
Saved in:
5
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
6
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
7
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
8
Risk premia and Lévy jumps : theory and evidence
Fallahgoul, Hasan
;
Hugonnier, Julien
;
Mancini, Loriano
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 810-851
Persistent link: https://www.econbiz.de/10014314823
Saved in:
9
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
10
From which consumption-based asset pricing models can investors profit? : evidence from model-based priors
Kruttli, Mathias S.
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 539-567
Persistent link: https://www.econbiz.de/10013349138
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