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~isPartOf:"Journal of banking & finance"
~person:"Almeida, Caio"
~person:"Li, Bingxin"
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Risikoprämie
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Risk premium
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Arbitrage Pricing
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Capital income
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Almeida, Caio
Li, Bingxin
Uhrig-Homburg, Marliese
5
Prokopczuk, Marcel
4
Jacobs, Kris
3
Lioui, Abraham
3
Poncet, Patrice
3
Wese Simen, Chardin
3
Ben Ammar, Semir
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Eling, Martin
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Gil-Alaña, Luis A.
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Guo, Hui
2
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2
Kim, Tong Suk
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Li, Junye
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Liu, Zhuoshi
2
Maio, Paulo
2
Mele, Antonio
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Min, Byoung-Kyu
2
Moreno, Antonio
2
Obayashi, Yoshiki
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Philip, Dennis
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Adamuz Peña, María de las Mercedes
1
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1
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Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Ensaios econômicos
1
International journal of theoretical and applied finance
1
Journal of commodity markets
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Review of quantitative finance and accounting
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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The journal of asset management
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1
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
2
Speculation, risk aversion, and risk premiums in the crude oil market
Li, Bingxin
- In:
Journal of banking & finance
95
(
2018
),
pp. 64-81
Persistent link: https://www.econbiz.de/10011966710
Saved in:
3
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
Saved in:
4
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
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