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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Risk premium"
~subject:"Volatilität"
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Risk premium
Volatilität
Yield curve
109
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109
Theorie
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33
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30
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Gouriéroux, Christian
2
Monfort, Alain
2
Afonso, António
1
Ahn, Dong-Hyun
1
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1
Ann, Albert Tan Hock
1
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Journal of econometrics
Journal of international financial markets, institutions & money
Journal of banking & finance
63
Journal of financial economics
50
NBER working paper series
50
NBER Working Paper
44
Working paper / National Bureau of Economic Research, Inc.
41
Journal of international money and finance
39
Journal of empirical finance
33
Finance and economics discussion series
30
The journal of fixed income
29
Working paper series / European Central Bank
29
The review of financial studies
28
Discussion papers / CEPR
27
International journal of theoretical and applied finance
27
International review of economics & finance : IREF
27
Finance research letters
26
International review of financial analysis
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The journal of futures markets
23
Discussion paper / Centre for Economic Policy Research
20
Journal of money, credit and banking : JMCB
20
Research paper series / Swiss Finance Institute
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Economics letters
19
Journal of economic dynamics & control
19
The journal of finance : the journal of the American Finance Association
19
Working papers / Bank for International Settlements
19
CESifo working papers
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Economic modelling
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Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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ECB Working Paper
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Review of finance : journal of the European Finance Association
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IMF Working Papers
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Research in international business and finance
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The quarterly journal of finance
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ECONIS (ZBW)
32
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1
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
2
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
3
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
4
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
6
No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012495666
Saved in:
7
Estimating the term structure of corporate bond liquidity premiums : an analysis of default free bank bonds
Leal, Diego
;
Stanhouse, Bryan E.
;
Stock, Duane R.
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012495865
Saved in:
8
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
9
Asset pricing factors and bank CDS spreads
Koutmos, Dimitrios
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 19-41
Persistent link: https://www.econbiz.de/10012127819
Saved in:
10
Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António
;
Jalles, João Tovar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
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