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~isPartOf:"The journal of futures markets"
~language:"eng"
~source:"econis"
~subject:"Risikoprämie"
~type:"article"
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Risikoprämie
Forecasting model
81
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81
USA
41
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34
Volatilität
34
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31
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Alexiou, Lykourgos
1
Dark, Jonathan
1
Fausti, Scott W.
1
Gao, Xin
1
Garg, Sonia
1
Gehricke, Sebastian A.
1
Guo, Wei
1
Heijden, Thijs van der
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Luo, Xingguo
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Nardari, Federico
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Procasky, William J.
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Qasmi, Bashir A.
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Rompolis, Leonidas S.
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Ruan, Xinfeng
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Vipul
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1
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The journal of futures markets
Journal of financial economics
34
Journal of banking & finance
27
Finance research letters
26
Journal of empirical finance
22
Journal of econometrics
14
Journal of financial markets
13
The review of financial studies
13
International review of economics & finance : IREF
12
International review of financial analysis
12
Journal of international money and finance
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International journal of forecasting
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
8
Applied economics letters
8
Journal of economic dynamics & control
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Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Review of finance : journal of the European Finance Association
7
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
European financial management : the journal of the European Financial Management Association
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics
5
Quantitative finance
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Research in international business and finance
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Australian journal of management
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Journal of monetary economics
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Journal of risk and financial management : JRFM
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The European journal of finance
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The quarterly journal of finance
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ECONIS (ZBW)
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1
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:
2
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:
3
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
4
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:
5
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:
6
Volatility risk premium in Indian options prices
Garg, Sonia
;
Vipul
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 795-812
Persistent link: https://www.econbiz.de/10011392659
Saved in:
7
Variance risk premiums and predictive power of alternative forward variances in the corn market
Wang, Zhiguang
;
Fausti, Scott W.
;
Qasmi, Bashir A.
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 587-608
Persistent link: https://www.econbiz.de/10010218789
Saved in:
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