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~isPartOf:"Journal of econometrics"
~person:"Bansal, Ravi"
~person:"Gouriéroux, Christian"
~person:"Quiggin, John C."
~person:"Wachter, Jessica"
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Search: subject_exact:"Risikoprämie"
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Risikoprämie
4
Risk premium
4
Capital income
3
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Portfolio selection
2
Portfolio-Management
2
1973-1998
1
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Bansal, Ravi
Gouriéroux, Christian
Quiggin, John C.
Wachter, Jessica
Bandi, Federico M.
3
Zhou, Hao
3
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Warusawitharana, Missaka
2
Anatolyev, Stanislav
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Andreou, Elena
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1
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1
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1
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1
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1
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1
Fan, Jianqing
1
Fang, Hanming
1
Favero, Carlo A.
1
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Francq, Christian
1
Ghysels, Eric
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Gibson, Michael S.
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Grammig, Joachim
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Griffin, J. E.
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Griffin, Jim E.
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Ke, Yuan
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1
Kim, Soohun
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
17
Working papers / Rodney L. White Center for Financial Research
11
NBER working paper series
10
NBER Working Paper
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Center for Economic Research, Tilburg University
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Handbook of the equity risk premium
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
4
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
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