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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Risikoprämie"
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Search: subject_exact:"Volatility"
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Risikoprämie
Volatility
934
Volatilität
932
Börsenkurs
298
Share price
298
Capital income
261
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261
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Prokopczuk, Marcel
3
Wese Simen, Chardin
3
Byun, Suk Joon
2
Doran, James S.
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Satchell, Stephen
2
Shalen, Catherine T.
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1
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International Journal of Energy Economics and Policy : IJEEP
International review of financial analysis
Journal of banking & finance
Journal of financial economics
42
NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
29
Journal of empirical finance
24
NBER Working Paper
22
Finance research letters
21
International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
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Journal of international money and finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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The review of financial studies
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Energy economics
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Discussion papers / CEPR
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Journal of econometrics
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Swiss Finance Institute Research Paper
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Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Staff reports / Federal Reserve Bank of New York
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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Applied economics letters
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CREATES research paper
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Economics letters
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Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
69
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1
Political risks, excess and carry trade returns in global markets
Kesse, Kwabena
;
Blenman, Lloyd P.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
4
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
On the right jump tail inferred from the VIX market
Li, Zhenxiong
;
Yao, Xingzhi
;
Izzeldin, Marwan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
Saved in:
6
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
7
The pricing of volatility risk in the US equity market
Hitz, Lukas
;
Mustafi, Ismail H.
;
Zimmermann, Heinz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013349983
Saved in:
8
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
9
VIX and liquidity premium
Bams, Dennis
;
Honarvar, Iman
- In:
International review of financial analysis
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Saved in:
10
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
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