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~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Asset pricing"
~subject:"Börsenkurs"
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Search: subject:"Risikoprämie"
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Asset pricing
Börsenkurs
Risikoprämie
96
Risk premium
96
CAPM
38
Capital income
38
Kapitaleinkommen
38
Estimation
32
Schätzung
32
Theorie
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23
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English
25
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Chiang, Thomas C.
2
Hu, Duni
2
Wang, Hailong
2
Andreou, Elena
1
Atanasov, Victoria
1
Bekaert, Geert
1
Bollerslev, Tim
1
Bondarenko, Oleg
1
Chang, Chia-Lin
1
Chen, Nir
1
Chen, Pei-Ying
1
Eraker, Bjørn
1
Ghysels, Eric
1
Guo, Shuxin
1
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1
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1
Hsieh, Hui-Ching
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1
Jung, Hojin
1
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1
Kang, Jangkoo
1
Kim, Dong H.
1
Kim, Jinyong
1
Kim, Jong-Min
1
Kim, Yongsik
1
Kliger, Doron
1
Kwon, Kyungyoon
1
Li, Zelei
1
Liu, Qiang
1
McAleer, Michael
1
Nitschka, Thomas
1
Qadan, Mahmoud
1
Qiao, Gaoxiu
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1
Risse, Marian
1
Rombouts, Jeroen V. K.
1
Ryu, Doojin
1
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1
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1
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of financial economics
56
NBER working paper series
44
Working paper / National Bureau of Economic Research, Inc.
41
Finance research letters
40
Journal of banking & finance
35
NBER Working Paper
32
Discussion paper / Centre for Economic Policy Research
23
International review of financial analysis
20
International review of economics & finance : IREF
17
Journal of financial markets
17
Pacific-Basin finance journal
17
Journal of empirical finance
16
Journal of international financial markets, institutions & money
16
The review of financial studies
16
Discussion papers / CEPR
15
International finance discussion papers
14
Journal of international money and finance
13
The journal of finance : the journal of the American Finance Association
13
Applied economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Research paper series / Swiss Finance Institute
12
Applied financial economics
11
Economic modelling
11
Economics letters
11
Finance and economics discussion series
11
Staff working paper / Bank of Canada
11
Energy economics
10
Journal of financial and quantitative analysis : JFQA
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of monetary economics
10
The journal of futures markets
10
Journal of economic dynamics & control
9
Review of finance : journal of the European Finance Association
9
Swiss Finance Institute Research Paper
9
Working paper
9
Applied economics letters
8
FRB International Finance Discussion Paper
8
Research in international business and finance
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ECONIS (ZBW)
25
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1
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
2
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
3
Which stock price component drives the Amihud illiquidity premium?
Kim, Jinyong
;
Kim, Yongsik
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014246958
Saved in:
4
Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
Saved in:
5
Economic policy uncertainty and illiquidity return premium
Hsieh, Hui-Ching
;
Van Quoc Thinh Nguyen
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012667370
Saved in:
6
Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012822218
Saved in:
7
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
8
Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
Saved in:
9
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
10
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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