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  • Search: subject:"Risk Premia"
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Year of publication
Subject
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Risikoprämie 387 Risk premium 367 risk premia 199 Theorie 187 Theory 180 Capital income 144 Kapitaleinkommen 144 Zinsstruktur 140 Yield curve 132 CAPM 130 Schätzung 124 Estimation 120 Risk premia 118 Risiko 89 Risk 88 Portfolio-Management 78 Portfolio selection 77 Anleihe 75 Bond 74 Prognoseverfahren 63 Volatility 63 Börsenkurs 62 Forecasting model 61 Share price 61 Monetary policy 59 Volatilität 58 Geldpolitik 56 Welt 49 Risk Premia 48 Öffentliche Anleihe 48 World 47 Public bond 46 bond risk premia 38 Bond risk premia 35 monetary policy 31 Prognose 29 Forecast 28 Inflation 28 Aktienmarkt 27 Stock market 27
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Online availability
All
Free 397 Undetermined 256 CC license 12
Type of publication
All
Book / Working Paper 405 Article 308 Other 5
Type of publication (narrower categories)
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Article in journal 239 Aufsatz in Zeitschrift 239 Working Paper 232 Graue Literatur 147 Non-commercial literature 147 Arbeitspapier 140 Article 9 Hochschulschrift 7 Collection of articles of several authors 4 Sammelwerk 4 Aufsatzsammlung 3 Aufsatz im Buch 2 Book section 2 Research Report 2 Collection of articles written by one author 1 Conference paper 1 Conference proceedings 1 Konferenzbeitrag 1 Konferenzschrift 1 Proceedings 1 Sammlung 1 Thesis 1 research-article 1
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Language
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English 556 Undetermined 157 French 2 Dutch 1 Norwegian 1 Spanish 1
Author
All
Hördahl, Peter 12 Tristani, Oreste 11 Wagner, Christian 10 Pesaran, M. Hashem 9 Aksoy, Yunus 7 Basso, Henrique S. 7 Kung, Howard 7 Wenzelburger, Jan 7 Gersbach, Hans 6 Gourio, François 6 Hammoudeh, Shawkat 6 McAleer, Michael 6 Nucera, Federico 6 Orphanides, Athanasios 6 Rubio, Gonzalo 6 Schmid, Lukas 6 Vangelista, Elisabetta 6 Zinna, Gabriele 6 Berardi, Andrea 5 Cappiello, Lorenzo 5 Cieślak, Anna 5 D'Amico, Stefania 5 Fusari, Nicola 5 Jones, Callum 5 Keiber, Karl Ludwig 5 Lettau, Martin 5 Mitra, Indrajit 5 Nitschka, Thomas 5 Robotti, Cesare 5 Samyschew, Helene 5 Sarno, Lucio 5 Schmeling, Maik 5 Schneider, Paul 5 Schrimpf, Andreas 5 Smith, Ron P. 5 Sola, Martin 5 Todorov, Viktor 5 Vestin, David 5 Wolff, Guntram B. 5 Xu, Yu 5
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Institution
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C.E.P.R. Discussion Papers 20 European Central Bank 10 Bank for International Settlements (BIS) 7 School of Economics and Management, University of Aarhus 7 Reserve Bank of Australia 5 Banca d'Italia 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Bank of England 3 Banque de France 3 Deutsche Bundesbank 3 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Suomen Pankki 3 Université Paris-Dauphine (Paris IX) 3 CESifo 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre for Development Economics, Delhi School of Economics 2 Department of Economics, Boston College 2 EconWPA 2 Fakultät für Wirtschaftswissenschaften, Technische Universität München 2 Federal Reserve Board (Board of Governors of the Federal Reserve System) 2 HAL 2 Oesterreichische Nationalbank 2 SUERF - The European Money and Finance Forum 2 Schweizerische Nationalbank (SNB) 2 Society for Computational Economics - SCE 2 de Nederlandsche Bank 2 eSocialSciences 2 Banco de México 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Becker Friedman Institute for Research in Economics, University of Chicago 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 CASE-Center for Social and Economic Research 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre for Economic Research, School of Economics and Management Studies 1 Centre for European Policy Studies 1 Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Departamento de Economía, Universidad Torcuato Di Tella 1
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Published in...
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Working Paper 21 CEPR Discussion Papers 20 Discussion papers / CEPR 18 ECB Working Paper 17 Journal of financial economics 14 CESifo Working Paper 12 CESifo working papers 12 Journal of banking & finance 12 Working Paper Series / European Central Bank 10 Finance research letters 8 Journal of international money and finance 8 Management science : journal of the Institute for Operations Research and the Management Sciences 8 BIS Working Papers 7 CREATES Research Papers 7 Research paper series / Swiss Finance Institute 7 The journal of investing : JOI 7 The journal of portfolio management : JPM 7 Working paper series / European Central Bank 7 Working papers / Federal Reserve Bank of Chicago 7 Journal of empirical finance 6 Review of finance : journal of the European Finance Association 6 The journal of asset management 5 Working paper 5 Applied economics 4 Discussion paper / Tinbergen Institute 4 Energy economics 4 Journal of Banking & Finance 4 Journal of International Money and Finance 4 Journal of economic dynamics & control 4 Journal of financial econometrics 4 Journal of investment management : JOIM 4 Journal of monetary economics 4 MPRA Paper 4 The quarterly journal of finance 4 Bank of England working papers 3 Discussion papers / National Institute of Economic and Social Research 3 Dissertation Series CentER 3 Economic modelling 3 IMF working papers 3 International journal of theoretical and applied finance 3
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Source
All
ECONIS (ZBW) 396 RePEc 210 EconStor 104 BASE 7 Other ZBW resources 1
Showing 1 - 10 of 718
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Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland
Thórarinn G. Pétursson - 2024
Persistent link: https://www.econbiz.de/10015193661
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Is monetary policy transmission green?
Benchora, Inessa; Leroy, Aurélien; Raffestin, Louis - In: Economic modelling 144 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015195148
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A macroeconomic analysis of the impact of the EU recovery and resilience facility
Millard, Stephen - 2025
Persistent link: https://www.econbiz.de/10015198514
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Fear, indeterminacy, and policy responses
Khorrami, Paymon; Mendo, Fernando - 2025
enriched monetary rule specifically targeting risk premia can restore determinacy but becomes infeasible in the presence of a …
Persistent link: https://www.econbiz.de/10015361324
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The impact of inflation on the U.S. stock market after the COVID-19 pandemic
Thorbecke, Willem - 2025
Inflation remained quiescent for several decades and then surged in 2021 and 2022. Inflation subsequently fell in 2023 and 2024. This paper investigates how the rise and fall in inflation after 2019 affected the U.S. stock market. To do this, it estimates a fully specified multi-factor model...
Persistent link: https://www.econbiz.de/10015338395
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(In)frequently traded corporate bonds and pricing implications of liquidity dry-ups
Ivashchenko, Alexey - In: Finance research letters 75 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015408405
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Diverging roads : theory-based vs. machine learning-implied stock risk premia
Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian - In: Journal of financial econometrics 23 (2025) 2, pp. 1-55
Persistent link: https://www.econbiz.de/10015339820
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Let’s switch again! : testing for speculative oil price bubbles based on rotated market expectations
Kruse-Becher, Robinson - In: Finance research letters 78 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015415852
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Macroeconomic drivers of inflation expectations and inflation risk premia
Boeckx, Jef; Iania, Leonardo; Wauters, Joris - 2024
We propose a new model to decompose inflation swaps into genuine inflation expectations and risk premiums. We develop a no-arbitrage term structure model with stochastic endpoints, separating macroeconomic variables into transitory parts and long-run, economically grounded determinants, such as...
Persistent link: https://www.econbiz.de/10014550245
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Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels
Caporale, Guglielmo Maria; Menla-Ali, Faek - 2024
worth, the evaporation of liquidity and rising risk premia are the key channels through which geopolitical uncertainty …
Persistent link: https://www.econbiz.de/10015096906
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