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~isPartOf:"Journal of economic dynamics & control"
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Search: subject:"Risk premium"
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Theory
Risikoprämie
65
Risk premium
65
Theorie
37
CAPM
33
Capital income
22
Kapitaleinkommen
22
Estimation
15
Schätzung
15
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14
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Equity premium
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Credit risk
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37
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Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Abraham, Ralph
1
Akdeniz, Levent
1
Alonso, Irasema
1
Azizpour, Shahriar
1
Balduzzi, Pierluigi
1
Bassetto, Marco
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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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
Jagannathan, Raj
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
Lin, Qian
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
Journal of financial economics
87
Journal of banking & finance
76
The review of financial studies
65
Journal of international money and finance
44
Economics letters
41
Journal of monetary economics
38
The journal of finance : the journal of the American Finance Association
38
Finance research letters
34
International review of economics & finance : IREF
34
Journal of empirical finance
31
Management science : journal of the Institute for Operations Research and the Management Sciences
29
International review of financial analysis
26
Applied financial economics
21
Journal of international financial markets, institutions & money
21
Macroeconomic dynamics
20
Insurance / Mathematics & economics
19
Applied economics
18
Economic modelling
18
Review of economic dynamics
18
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of finance & economics : IJFE
17
Journal of money, credit and banking : JMCB
17
Applied economics letters
16
Journal of financial and quantitative analysis : JFQA
16
The American economic review
16
International journal of theoretical and applied finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of economic theory
13
Journal of econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of financial markets
12
Review of finance : journal of the European Finance Association
12
The journal of futures markets
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
European financial management : the journal of the European Financial Management Association
11
Journal of political economy
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of quantitative finance and accounting
11
The European journal of finance
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ECONIS (ZBW)
37
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1
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37
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1
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:
2
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
Saved in:
3
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
5
Equilibrium variance
risk
premium
in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
6
Horizon-unbiased investment with ambiguity
Lin, Qian
;
Sun, Xianming
;
Zhou, Chao
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
Saved in:
7
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
8
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
9
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
10
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
Saved in:
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