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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Equity premium puzzle"
~subject:"Theory"
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Equity premium puzzle
Theory
Risikoprämie
129
Risk premium
129
Theorie
66
CAPM
46
Capital income
40
Kapitaleinkommen
40
Yield curve
39
Zinsstruktur
39
Estimation
33
Schätzung
33
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30
United States
30
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22
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22
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18
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18
Credit risk
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Prognoseverfahren
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Monetary policy
15
Risiko
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Risk
15
Geldpolitik
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Interest rate
11
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Equity-Premium-Puzzle
10
Portfolio selection
10
Portfolio-Management
10
Risikoaversion
9
Risk aversion
9
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8
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8
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8
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8
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26
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English
70
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Zhou, Hao
3
Bekaert, Geert
2
Chen, Andrew Y.
2
Engstrom, Eric
2
Guo, Bin
2
Huang, Fuzhe
2
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2
Li, Kai
2
Tanaka, Hiroatsu
2
Xing, Yuhang
2
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2
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1
Akdeniz, Levent
1
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1
Anderson, Christopher
1
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1
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1
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1
Bali, Turan G.
1
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1
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1
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1
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1
Byun, Kiwoong
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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Finance and economics discussion series
Journal of economic dynamics & control
NBER working paper series
131
Working paper / National Bureau of Economic Research, Inc.
127
NBER Working Paper
102
Journal of financial economics
91
Journal of banking & finance
79
The review of financial studies
66
Journal of international money and finance
46
Economics letters
42
Discussion paper / Centre for Economic Policy Research
41
International review of economics & finance : IREF
38
Journal of monetary economics
38
The journal of finance : the journal of the American Finance Association
38
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36
Finance research letters
36
Journal of empirical finance
32
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31
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Research paper series / Swiss Finance Institute
29
International review of financial analysis
26
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25
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21
Journal of international financial markets, institutions & money
21
Macroeconomic dynamics
20
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19
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19
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19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of money, credit and banking : JMCB
18
Review of economic dynamics
18
Staff reports / Federal Reserve Bank of New York
18
International journal of finance & economics : IJFE
17
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Applied economics letters
16
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International journal of theoretical and applied finance
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ECONIS (ZBW)
70
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1
Default clustering
risk
premium
and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
3
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
4
The collateral premium and levered safe-asset production
Ross, Chase P.
-
2022
Persistent link: https://www.econbiz.de/10013413312
Saved in:
5
Equilibrium yield curves with imperfect information
Tanaka, Hiroatsu
-
2022
-
This draft: December 2022
Persistent link: https://www.econbiz.de/10014282928
Saved in:
6
Intermeeting rate cuts as a response to rare disasters
Miller, David S.
-
2020
Persistent link: https://www.econbiz.de/10012389445
Saved in:
7
Consumption-based asset pricing when consumers make mistakes
Anderson, Christopher
-
2021
Persistent link: https://www.econbiz.de/10012608524
Saved in:
8
Lending standards and borrowing premia in unsecured credit markets
Dempsey, Kyle P.
;
Ionescu, Felicia
-
2021
Persistent link: https://www.econbiz.de/10012609347
Saved in:
9
Managing macroeconomic fluctuations with flexible exchange rate targeting
Heipertz, Jonas
;
Mihov, Ilian
;
Santacreu, Ana Maria
- In:
Journal of economic dynamics & control
135
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013387985
Saved in:
10
The
risk
premium
in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
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