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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Balduzzi, Pierluigi"
~person:"Zhou, Hao"
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Search: subject_exact:"Risikoprämie"
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Balduzzi, Pierluigi
Zhou, Hao
Bollerslev, Tim
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Finance and economics discussion series
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
2
Economic risk premia in the fixed-income markets : the intraday evidence
Balduzzi, Pierluigi
;
Moneta, Fabio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 1927-1950
Persistent link: https://www.econbiz.de/10011928971
Saved in:
3
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
-
2011
Persistent link: https://www.econbiz.de/10009405798
Saved in:
4
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
5
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
6
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
Saved in:
7
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
8
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
9
Bond risk premia and realized jump volatility
Wright, Jonathan H.
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003827125
Saved in:
10
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
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