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~subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Search: subject:"Risikoprämie"
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Share price
Risikoprämie
24
Risk premium
24
Capital income
13
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Estimation
12
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risk-neutral probability
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Almeida, Caio
5
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
5
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1
Barndorff-Nielsen, Ole E.
1
Camponovo, Lorenzo
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Jacobs, Kris
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1
Scaillet, Olivier
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1
Theodossiou, Panayiotis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
49
NBER working paper series
44
Working paper / National Bureau of Economic Research, Inc.
41
NBER Working Paper
32
Finance research letters
31
Journal of banking & finance
29
Discussion paper / Centre for Economic Policy Research
23
International review of financial analysis
18
Pacific-Basin finance journal
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International review of economics & finance : IREF
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The review of financial studies
16
Journal of financial markets
15
Discussion papers / CEPR
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International finance discussion papers
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The North American journal of economics and finance : a journal of financial economics studies
14
Journal of international financial markets, institutions & money
13
The journal of finance : the journal of the American Finance Association
13
Applied economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Applied financial economics
11
Finance and economics discussion series
11
Journal of empirical finance
11
Journal of international money and finance
11
Energy economics
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Research paper series / Swiss Finance Institute
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The journal of futures markets
10
Journal of financial and quantitative analysis : JFQA
9
Applied economics letters
8
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FRB International Finance Discussion Paper
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Journal of econometrics
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Review of finance : journal of the European Finance Association
8
Swiss Finance Institute Research Paper
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Journal of economic dynamics & control
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1
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
2
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
3
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
8
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
9
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
10
Stochastic volatility of volatility and variance risk premia
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009708931
Saved in:
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