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~isPartOf:"Journal of financial economics"
~subject:"Risk premium"
~subject:"Theorie"
~subject:"equity markets"
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Risk premium
Theorie
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Bond
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Ermolov, Andrey
2
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1
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1
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Journal of financial economics
IMF Working Papers
133
IMF Staff Country Reports
38
The journal of fixed income
31
Journal of banking & finance
30
Finance research letters
25
Working paper / National Bureau of Economic Research, Inc.
23
NBER working paper series
22
NBER Working Paper
15
The review of financial studies
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
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12
IMF Occasional Papers
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Risks : open access journal
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International review of economics & finance : IREF
10
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Economics letters
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International journal of theoretical and applied finance
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8
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8
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8
Advances in futures and options research : a research annual
7
CREATES research paper
7
Europäische Hochschulschriften / 5
7
Journal of economic dynamics & control
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The North American journal of economics and finance : a journal of financial economics studies
7
Wiley finance
7
Advanced bond portfolio management : best practices in modeling and strategies
6
Applied economics letters
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Applied financial economics
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Die Bank
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Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
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1
Priced risk in corporate bonds
Dickerson, Alexander
;
Mueller, Philippe
;
Robotti, Cesare
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462590
Saved in:
2
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
3
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
4
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
5
Common shocks in stocks and bonds
Cieślak, Anna
;
Pang, Hao
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 880-904
Persistent link: https://www.econbiz.de/10013260067
Saved in:
6
Fiscal policy driven bond risk premia
Bretscher, Lorenzo
;
Hsu, Alex
;
Tamoni, Andrea
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 53-73
Persistent link: https://www.econbiz.de/10012631902
Saved in:
7
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
Saved in:
8
The effect of bank monitoring on public bond terms
Ma, Zhiming
;
Stice, Derrald
;
Williams, Christopher
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 379-396
Persistent link: https://www.econbiz.de/10012165596
Saved in:
9
Investment, Tobin's q, and interest rates
Lin, Xiaoji
;
Wang, Chong
;
Wang, Neng
;
Yang, Jinqiang
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 620-640
Persistent link: https://www.econbiz.de/10012051355
Saved in:
10
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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