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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Australien"
~subject:"Prognoseverfahren"
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Search: subject:"Risk premium"
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Australien
Prognoseverfahren
Risikoprämie
169
Risk premium
169
Theorie
45
Theory
45
Börsenkurs
40
Capital income
40
Kapitaleinkommen
40
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38
Schätzung
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37
United States
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CAPM
33
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24
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Zinsstruktur
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Country risk
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Jiang, Yuexiang
2
Long, Huaigang
2
Ang, Tze Chuan
1
Batten, Jonathan A.
1
Bauer, Rob
1
Baumeister, Christiane
1
Buss, Adrian
1
Chabot, Benjamin
1
Chen, Lifang
1
Chiang, Yi-Chein
1
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1
Della Corte, Pasquale
1
Derwall, Jeroen
1
Fang, Victor
1
Fu, Tao
1
Ghysels, Eric
1
Hogan, Warren Pat
1
Hsu, Chuan-Hao
1
Jagannathan, Ravi
1
Jordà, Òscar
1
Jurdi, Doureige J.
1
Kam Fong Chan
1
Ke, Mei-chu
1
Kilian, Lutz
1
Knoll, Katharina
1
Kuvshinov, Dmitry
1
Liaob, Tung Liang
1
Molenaar, Roderick
1
Pan, Zheyao
1
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1
Sarno, Lucio
1
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1
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1
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1
Tsiakas, Ilias
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1
Van Anh Mai
1
Vilkov, Grigory
1
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Discussion paper / Centre for Economic Policy Research
Pacific-Basin finance journal
Journal of financial economics
30
Finance research letters
25
Journal of banking & finance
25
Journal of empirical finance
22
NBER working paper series
15
Journal of econometrics
13
Journal of financial markets
13
International review of financial analysis
12
Journal of international money and finance
12
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
Energy economics
11
The review of financial studies
11
Applied economics
10
International journal of forecasting
10
International review of economics & finance : IREF
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper
10
Finance and economics discussion series
9
Applied economics letters
8
Australian journal of management
8
Bank of Finland research discussion papers
8
Discussion papers / CEPR
8
Journal of economic dynamics & control
8
Journal of forecasting
8
Research paper series / Swiss Finance Institute
8
The journal of futures markets
8
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
7
CREATES research paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Review of finance : journal of the European Finance Association
7
CESifo working papers
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Economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
16
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1
Predicting the Australian equity
risk
premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
2
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
3
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
4
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
5
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
6
Expected stock returns and the correlation
risk
premium
Buss, Adrian
;
Schönleber, Lorenzo
;
Vilkov, Grigory
-
2018
Persistent link: https://www.econbiz.de/10011885638
Saved in:
7
The rate of return on everything, 1870-2015
Jordà, Òscar
;
Knoll, Katharina
;
Kuvshinov, Dmitry
; …
-
2017
Persistent link: https://www.econbiz.de/10011820271
Saved in:
8
The weakening value premium in the Australian and New Zealand stock markets
Chung, Yi-Tsai
;
Hsu, Chuan-Hao
;
Ke, Mei-chu
;
Liaob, …
- In:
Pacific-Basin finance journal
36
(
2016
),
pp. 123-133
Persistent link: https://www.econbiz.de/10011668767
Saved in:
9
Aggregate volatility risk and the cross-section of stock returns : Australian evidence
Van Anh Mai
;
Ang, Tze Chuan
;
Fang, Victor
- In:
Pacific-Basin finance journal
36
(
2016
),
pp. 134-149
Persistent link: https://www.econbiz.de/10011668769
Saved in:
10
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
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