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~subject:"Disaster"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Risikoprämien-Puzzle"
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Disaster
Estimation
Equity premium puzzle
228
Equity-Premium-Puzzle
228
Risikoprämie
131
Risk premium
131
CAPM
117
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109
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109
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93
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93
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50
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50
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Entscheidung unter Unsicherheit
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39
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Aufsatz in Zeitschrift
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39
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30
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23
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Wachter, Jessica
3
Antell, Jan
1
Atanasov, Victoria
1
Avdis, Efstathios
1
Azeredo, Francisco
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Berkman, Henk
1
Bernoth, Kerstin
1
Biljon, Andrew van
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
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1
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1
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1
Davis, Morris A.
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
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1
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1
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1
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1
Gillas, Konstantinos Gkillas
1
Giordani, Paolo
1
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1
Gourio, François
1
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1
Hafsia, R. Ben
1
Hagen, Jürgen von
1
Hasler, Michael
1
Hassan, Nik R.
1
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1
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1
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Journal of economic dynamics & control
3
Journal of financial economics
3
International review of economics & finance : IREF
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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Review of finance : journal of the European Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The Manchester School
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The South African journal of economics
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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ECONIS (ZBW)
39
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan
;
Vaihekoski, Mika
- In:
Research in international business and finance
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460255
Saved in:
3
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
Saved in:
4
Currency returns and systematic risk
Gonçalves, Fernanda
;
Ferreira, Giuliano de Queiroz
; …
- In:
The Manchester School
90
(
2022
)
6
,
pp. 609-647
Persistent link: https://www.econbiz.de/10013414307
Saved in:
5
Macro-finance decoupling : robust evaluations of macro asset pricing models
Cheng, Xu
;
Dou, Winston Wei
;
Liao, Zhipeng
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
2
,
pp. 685-713
Persistent link: https://www.econbiz.de/10013190093
Saved in:
6
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
7
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Saved in:
8
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
Saved in:
9
Labor market search, endogenous disasters and the equity premium puzzle
Heiberger, Christopher
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502573
Saved in:
10
Investing for the long run when expected equity premium is nonnegative
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492276
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