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~isPartOf:"Journal of financial economics"
~isPartOf:"Review of finance : journal of the European Finance Association"
~language:"eng"
~subject:"Risk premium"
~type_genre:"Article in journal"
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Bollerslev, Tim
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Journal of financial economics
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ECONIS (ZBW)
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1
Common risk factors in cross-sectional FX options returns
Zhang, Xuanchen
;
So, Raymond H. Y.
;
Driouchi, Tarik
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
3
,
pp. 897-944
Persistent link: https://www.econbiz.de/10015046169
Saved in:
2
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
3
Measuring climate transition risk spillovers
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 447-481
Persistent link: https://www.econbiz.de/10014527213
Saved in:
4
The term structure of equity yields : a bottom-up approach
Schröder, David
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 661-697
Persistent link: https://www.econbiz.de/10014527221
Saved in:
5
Yield curve momentum
Sihvonen, Markus
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
3
,
pp. 805-830
Persistent link: https://www.econbiz.de/10015046165
Saved in:
6
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
7
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
8
Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Wang, Tong
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 325-367
Persistent link: https://www.econbiz.de/10013543164
Saved in:
9
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
10
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
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