//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"MPRA Paper"
~isPartOf:"The journal of futures markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk premium"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
57
Risikoprämie
53
USA
24
United States
24
Volatility
16
Volatilität
16
risk premium
15
Theorie
12
Theory
12
Estimation
11
Schätzung
11
Börsenkurs
10
CAPM
10
Share price
10
Option trading
9
Optionsgeschäft
9
Capital income
8
Commodity derivative
8
Derivat
8
Derivative
8
Kapitaleinkommen
8
Rohstoffderivat
8
Commodity exchange
7
Forecasting model
7
Prognoseverfahren
7
Warenbörse
7
Currency derivative
6
Option pricing theory
6
Optionspreistheorie
6
Währungsderivat
6
Hedging
5
Index futures
5
Index-Futures
5
Risk Premium
5
variance risk premium
4
Risiko
3
Risk
3
Welt
3
World
3
Yield curve
3
more ...
less ...
Online availability
All
Free
27
Undetermined
14
Type of publication
All
Article
53
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Language
All
English
53
Undetermined
21
Author
All
Bhar, Ramaprasad
2
Nagayasu, Jun
2
Peroni, Chiara
2
Rompolis, Leonidas S.
2
Roncalli, Thierry
2
Alexiou, Lykourgos
1
Arisoy, Yakup Eser
1
Balyeat, R. Brian
1
Bansal, Naresh K.
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Benkert, Christoph
1
Berg, Nathan
1
Bessembinder, Hendrik
1
Bhatt, Swati
1
Bollen, Nicolas P. B.
1
Bråthen, Espen
1
Byun, Suk Joon
1
Cakici, Nusret
1
Chang, Lung-Fu
1
Chatrath, Arjun
1
Cheng, Daxuan
1
Chu, Chen-chin
1
Cinquegrana, Giuseppe
1
Colignatus, Thomas
1
Colwell, David B.
1
Connolly, Robert A.
1
Considine, Timothy James
1
Cooper, Rick
1
Dark, Jonathan
1
Dotsis, George
1
Fausti, Scott W.
1
Feng, Liling
1
Fleten, Stein-Erik
1
Fuertes, Ana María
1
Gao, Xin
1
Garg, Sonia
1
Gehricke, Sebastian A.
1
Gospodinov, Nikolaj
1
Gu, Anthony Y.
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
21
Published in...
All
MPRA Paper
The journal of futures markets
NBER working paper series
307
Working paper / National Bureau of Economic Research, Inc.
274
NBER Working Paper
243
Journal of banking & finance
210
Journal of financial economics
201
The review of financial studies
137
Finance research letters
132
Journal of international money and finance
132
Discussion paper / Centre for Economic Policy Research
118
Journal of empirical finance
105
International review of economics & finance : IREF
94
International review of financial analysis
93
The journal of finance : the journal of the American Finance Association
92
Discussion papers / CEPR
90
IMF Working Papers
87
Journal of international financial markets, institutions & money
85
Economics letters
80
Working paper
75
Research paper series / Swiss Finance Institute
69
Applied economics
68
Applied financial economics
68
Journal of financial and quantitative analysis : JFQA
67
Journal of economic dynamics & control
65
Finance and economics discussion series
64
The North American journal of economics and finance : a journal of financial economics studies
62
Energy economics
60
Working paper series / European Central Bank
60
Journal of monetary economics
58
CESifo working papers
54
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Economic modelling
53
Pacific-Basin finance journal
51
Review of finance : journal of the European Finance Association
51
Applied economics letters
45
IMF working papers
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Staff reports / Federal Reserve Bank of New York
43
Journal of financial markets
42
Review of quantitative finance and accounting
40
more ...
less ...
Source
All
ECONIS (ZBW)
53
RePEc
21
Showing
1
-
10
of
74
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The geopolitical risk premium in the commodity futures market
Cheng, Daxuan
;
Liao, Yin
;
Pan, Zheyao
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1069-1090
Persistent link: https://www.econbiz.de/10014339374
Saved in:
2
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
3
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
Saved in:
4
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
5
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
6
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
7
The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Li, Ziran
;
Hayes, Dermot James
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 428-445
Persistent link: https://www.econbiz.de/10012817939
Saved in:
8
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
9
Bitcoin futures risk premia
Shi, Shimeng
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2190-2217
Persistent link: https://www.econbiz.de/10013465876
Saved in:
10
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->