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  • Search: subject:"Time‐varying risk"
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Year of publication
Subject
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Risikoprämie 83 Risk premium 79 Theorie 57 Theory 53 CAPM 45 Capital income 43 Kapitaleinkommen 43 Risiko 33 Risk 33 Börsenkurs 29 Share price 29 Time-varying risk premium 29 Zinsstruktur 26 Estimation 25 Schätzung 25 Risikoaversion 24 time-varying risk premium 24 Risk aversion 23 Yield curve 23 Forecasting model 22 Prognoseverfahren 22 time-varying risk premia 22 Volatility 21 Volatilität 21 Time-varying risk 18 Portfolio selection 15 Portfolio-Management 15 Time-varying risk aversion 15 time-varying risk aversion 15 Exchange rate 14 Business cycle 13 Konjunktur 13 Time-varying risk premia 13 Monetary policy 12 Geldpolitik 11 Wechselkurs 11 ARCH model 10 ARCH-Modell 10 Anlageverhalten 10 Anleihe 10
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Online availability
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Free 101 Undetermined 86 CC license 2
Type of publication
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Article 115 Book / Working Paper 96 Other 3
Type of publication (narrower categories)
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Article in journal 73 Aufsatz in Zeitschrift 73 Working Paper 48 Graue Literatur 29 Non-commercial literature 29 Arbeitspapier 28 Article 5 research-article 3 Conference paper 2 Konferenzbeitrag 2 Conference Paper 1 Hochschulschrift 1 Thesis 1
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Language
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English 150 Undetermined 64
Author
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Poghosyan, Tigran 6 Kung, Howard 5 Rabitsch, Katrin 5 Verdelhan, Adrien 5 Bianchi, Francesco 4 Gelain, Paolo 4 Gourio, François 4 Guidolin, Massimo 4 Kliem, Martin 4 Kocenda, Evzen 4 Lansing, Kevin J. 4 Stillwagon, Josh 4 Tirskikh, Mikhail 4 Wang, Xuedong 4 Abraham, Ralph 3 Aysun, Uluc 3 Conrad, Christian 3 Dick, Christian D. 3 Eriksen, Jonas Nygaard 3 Fang, Zhongzheng 3 Friedman, Daniel 3 Jung, Mookwon 3 Kamstra, Mark J. 3 Kramer, Lisa A. 3 Lee, Sanglim 3 Levi, Maurice D. 3 Meyer-Gohde, Alexander 3 Park, Keehwan 3 Schmeling, Maik 3 Schrimpf, Andreas 3 Schölkopf, Julius 3 Siemer, Michael 3 Strohsal, Till 3 Thornton, Daniel L. 3 Torul, Orhan 3 Tushteva, Nikoleta 3 Wermers, Russ 3 Wu, Xinyu 3 Xie, Haibin 3 Aboura, Sofiane 2
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Institution
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Department of Economics, Trinity College 4 School of Economics and Management, University of Aarhus 4 C.E.P.R. Discussion Papers 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Département de Sciences Économiques, Université de Montréal 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Federal Reserve Board (Board of Governors of the Federal Reserve System) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural and Applied Economics Association - AAEA 1 Banco de México 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Department of Economics, Boston University 1 Department of Economics, College of Business Administration 1 Economics Department, University of California-Santa Cruz (UCSC) 1 European Central Bank 1 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 1 Norges Bank 1 School of Management, Yale University 1 Society for Computational Economics - SCE 1 Society for Economic Dynamics - SED 1 Suomen Pankki 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Vienna University of Economics and Business, Department of Economics 1 William Davidson Institute, University of Michigan 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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Working Paper 5 CREATES Research Papers 4 Economics letters 4 International review of economics & finance : IREF 4 Journal of empirical finance 4 Journal of financial economics 4 The North American journal of economics and finance : a journal of financial economics studies 4 Working Papers / Department of Economics, Trinity College 4 CEPR Discussion Papers 3 Discussion papers / CEPR 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 SSE/EFI Working Paper Series in Economics and Finance 3 Applied economics 2 Australian Journal of Management 2 CIRANO Working Papers 2 Cahiers de recherche 2 ECB Working Paper 2 Energy economics 2 Federal Reserve Bank of Cleveland working paper series 2 Finance and Economics Discussion Series 2 Finance research letters 2 Journal of Empirical Finance 2 Journal of Financial Economics 2 Journal of International Economics 2 Journal of international economics 2 MPRA Paper 2 Managerial Finance 2 Research in international business and finance 2 Research paper series / Swiss Finance Institute 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Swiss Finance Institute Research Paper Series 2 2006 Meeting Papers 1 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 1 AWI Discussion Paper Series 1 AWI discussion paper series 1 Applied economics letters 1 Asia-Pacific Financial Markets 1 Asia-Pacific journal of financial studies 1 Asian journal of business and accounting : AJBA 1
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Source
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ECONIS (ZBW) 104 RePEc 77 EconStor 26 BASE 4 Other ZBW resources 3
Showing 51 - 60 of 214
Cover Image
Factors and risk premia in individual international stock returns
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - In: Journal of financial economics 141 (2021) 2, pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
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Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
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Dynamic optimal portfolio choice under time-varying risk aversion
Díaz Pérez, Antonio; Esparcia, Carlos - In: International economics : a journal published by CEPII … 166 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013193280
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Cover Image
QE in the fiscal theory : a risk-based view
Corhay, Alexandre; Kung, Howard; Morales, Gonzalo - 2017
This paper explores the interactions between yield curve dynamics and nominal government debt maturity operations under fiscal stress in a New Keynesian model with endogenous bond risk premia. Open market debt maturity operations are non-neutral when the slope of the nominal yield curve is...
Persistent link: https://www.econbiz.de/10011721588
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An incomplete markets explanation of the UIP puzzle
Rabitsch, Katrin - 2016
constraints on an internationally traded bond and agents' strong resulting precautionary motives successfully generates a time-varying … risk premium: countries that have accumulated large outstanding external positions have, being closer to the constraints …
Persistent link: https://www.econbiz.de/10011412819
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Ambiguity and time-varying risk aversion in sovereign debt markets
Grosse Steffen, Christoph; Podstawski, Maximilian - 2016
This paper introduces changes in the level of ambiguity as a complementary source of time-varying risk aversion. We …
Persistent link: https://www.econbiz.de/10011520565
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Term premium variability and monetary policy
Fuerst, Timothy S.; Mau, Ronald - 2016
Persistent link: https://www.econbiz.de/10011546852
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Cover Image
An incomplete markets explanation of the UIP puzzle
Rabitsch, Katrin - 2016
constraints on an internationally traded bond and agents’ strong resulting precautionary motives successfully generates a time-varying … risk premium: countries that have accumulated large outstanding external positions have, being closer to the constraints …
Persistent link: https://www.econbiz.de/10011412394
Saved in:
Cover Image
Ambiguity and time-varying risk aversion in sovereign debt markets
Große Steffen, Christoph; Podstawski, Maximilian - 2016
This paper introduces changes in the level of ambiguity as a complementary source of time-varying risk aversion. We …
Persistent link: https://www.econbiz.de/10011518808
Saved in:
Cover Image
Distressed stocks in distressed times
Eisdorfer, Assaf; Misirli, Efdal Ulas - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2452-2473
Persistent link: https://www.econbiz.de/10012254402
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