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~isPartOf:"Applied economics letters"
~subject:"Risiko"
~subject:"Share price"
~subject:"Yield curve"
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Risiko
Share price
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Risikoprämie
45
Risk premium
45
Estimation
16
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16
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16
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16
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Chen, Jian
2
Ferris, Stephen P.
2
Afonso, António
1
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1
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1
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Applied economics letters
NBER working paper series
109
Journal of financial economics
106
Journal of banking & finance
94
NBER Working Paper
90
Working paper / National Bureau of Economic Research, Inc.
81
Finance research letters
70
International review of economics & finance : IREF
60
International review of financial analysis
53
Journal of international money and finance
46
Discussion papers / CEPR
45
Journal of empirical finance
45
Discussion paper / Centre for Economic Policy Research
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The review of financial studies
39
Journal of international financial markets, institutions & money
36
Finance and economics discussion series
35
Working paper series / European Central Bank
34
Journal of economic dynamics & control
33
The North American journal of economics and finance : a journal of financial economics studies
33
Applied economics
32
Research paper series / Swiss Finance Institute
29
Review of finance : journal of the European Finance Association
29
Pacific-Basin finance journal
28
Working paper
28
Economics letters
27
The journal of finance : the journal of the American Finance Association
27
Journal of financial markets
25
Staff reports / Federal Reserve Bank of New York
24
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23
Journal of monetary economics
23
Applied financial economics
22
CESifo working papers
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Economic modelling
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Research in international business and finance
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Working papers / Bank for International Settlements
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Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Energy economics
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The journal of fixed income
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ECONIS (ZBW)
20
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1
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
2
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
3
The term structure of uncovered interest parity in emerging markets
Das, Mitali
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1589-1596
Persistent link: https://www.econbiz.de/10014304568
Saved in:
4
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
5
Financial connectedness revisited : the role of Fama-French risk factors
Yang, Kisung
;
Kim, Myeong Hyeon
;
Kim, Young Min
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 850-856
Persistent link: https://www.econbiz.de/10012204399
Saved in:
6
Security design, market risk and round quotes in the treasury bond market
Nikiforov, Andrei
;
Pilotte, Eugene A.
- In:
Applied economics letters
26
(
2019
)
12
,
pp. 971-977
Persistent link: https://www.econbiz.de/10012204456
Saved in:
7
Political uncertainty, risk of Frexit and European sovereign spreads
Malgouyres, Clément
;
Mazet-Sonilhac, Clément
- In:
Applied economics letters
25
(
2018
)
14
,
pp. 1004-1009
Persistent link: https://www.econbiz.de/10012131671
Saved in:
8
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
9
The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
Saved in:
10
Forecasting macroeconomy based on the term structure of credit spreads : evidence from China
Zhou, Rongxi
;
Wang, Xianliang
;
Tong, Guanqun
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1363-1367
Persistent link: https://www.econbiz.de/10010203468
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