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Search: subject:"Variance Risk"
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Subject
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Risikoprämie
156
Risk premium
155
Volatility
105
Volatilität
105
Variance risk premium
94
Börsenkurs
90
Share price
90
variance risk premium
76
Forecasting model
69
Prognoseverfahren
69
Option trading
63
Optionsgeschäft
63
Portfolio selection
59
Portfolio-Management
59
Capital income
54
Kapitaleinkommen
54
Estimation
42
Schätzung
42
Risk
34
Theorie
34
Theory
34
Risiko
32
Option pricing theory
31
Optionspreistheorie
31
CAPM
27
ARCH-Modell
24
ARCH model
23
Swap
22
VIX
21
Yield curve
20
Zinsstruktur
20
Analysis of variance
19
Varianzanalyse
19
Variance Risk Premium
18
Statistical distribution
17
Statistische Verteilung
17
Risk aversion
15
Japan
14
Kapitalmarktrendite
14
Risikoaversion
14
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Free
105
Undetermined
102
CC license
4
Type of publication
All
Article
131
Book / Working Paper
100
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All
Article in journal
120
Aufsatz in Zeitschrift
120
Working Paper
52
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
34
Hochschulschrift
3
Article
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
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1
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English
188
Undetermined
43
Author
All
Bollerslev, Tim
12
Zhou, Hao
10
Chevallier, Julien
8
Londono, Juan M.
7
Zhang, Jin E.
7
Bekaert, Geert
6
Chang, Chia-Lin
6
Konstantinidi, Eirini
6
McAleer, Michael
6
Skiadopoulos, George
6
Ubukata, Masato
6
Ammann, Manuel
5
Hattori, Masazumi
5
Korn, Olaf
5
Shim, Ilhyock
5
Sugihara, Yoshihiko
5
Tauchen, George
5
Xu, Lai
5
Conrad, Christian
4
Hoerova, Marie
4
Novales, Alfonso
4
Power, Gabriel J.
4
Qadan, Mahmoud
4
Renò, Roberto
4
Ruan, Xinfeng
4
Rubio, Gonzalo
4
Sizova, Natalia
4
Sévi, Benoît
4
Todorov, Viktor
4
Vogt, Erik
4
Watanabe, Toshiaki
4
Xu, Nancy R.
4
Bardgett, Chris
3
Brinkmann, Felix
3
Buesser, Ralf
3
Caporin, Massimiliano
3
Fausti, Scott W.
3
Gourier, Elise
3
Jamali, Ibrahim
3
Leippold, Markus
3
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School of Economics and Management, University of Aarhus
7
C.E.P.R. Discussion Papers
2
Duke University, Department of Economics
2
Economics Department, South Dakota State University
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
Université Paris-Dauphine (Paris IX)
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
EconWPA
1
European Central Bank
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of New York
1
Fondazione ENI Enrico Mattei (FEEM)
1
Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM), Galatasaray Üniversitesi
1
HAL
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Institute of Economic Research, Hitotsubashi University
1
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
1
School of Economics and Finance, Queen Mary
1
School of Finance, Universität St. Gallen
1
Tinbergen Instituut
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
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Journal of banking & finance
11
Journal of financial economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
CREATES Research Papers
7
Finance research letters
6
International review of economics & finance : IREF
6
Journal of econometrics
6
The journal of futures markets
5
International finance discussion papers
4
Working Paper
4
Applied economics letters
3
Economics letters
3
European journal of operational research : EJOR
3
Journal of Banking & Finance
3
Journal of empirical finance
3
Review of finance : journal of the European Finance Association
3
SAFE Working Paper
3
Staff Report
3
Working paper
3
Applied economics
2
CEPR Discussion Papers
2
CFR Working Paper
2
Documentos de Trabajo del ICAE
2
Economic modelling
2
Economics Papers from University Paris Dauphine
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
FRB International Finance Discussion Paper
2
Journal of Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Journal of international money and finance
2
MPRA Paper
2
Multinational finance journal
2
SAFE working paper
2
Staff Papers / Economics Department, South Dakota State University
2
Staff reports / Federal Reserve Bank of New York
2
Staff working papers / Bank of England
2
The accounting review : a publication of the American Accounting Association
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
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ECONIS (ZBW)
158
RePEc
54
EconStor
19
Showing
1
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10
of
231
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1
The U.S. Dollar and
variance
risk
premia imbalances
Kjær, Mads Markvart
;
Posselt, Anders Merrild
- In:
The financial review : the official publication of the …
60
(
2025
)
1
,
pp. 173-200
Persistent link: https://www.econbiz.de/10015166669
Saved in:
2
Enhancing banking systemic risk indicators by incorporating volatility clustering,
variance
risk
premiums, and considering distance-to-capital
Cevik, Emrah Ismail
;
Kenç, Turalay
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
97
(
2025
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015327028
Saved in:
3
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
Saved in:
4
The global determinants of international equity risk premiums
Londono, Juan M.
;
Xu, Nancy R.
-
2021
Persistent link: https://www.econbiz.de/10012590216
Saved in:
5
How should the long-term investor harvest
variance
risk
premiums?
Dörries, Julian
;
Korn, Olaf
;
Power, Gabriel J.
-
2023
Derivatives strategies that aim to earn
variance
risk
premiums are exposed to sharp price declines during market crises …
Persistent link: https://www.econbiz.de/10014420677
Saved in:
6
How should the long-term investor harvest
variance
risk
premiums?
Dörries, Julian
;
Korn, Olaf
;
Power, Gabriel J.
-
2023
Derivatives strategies that aim to earn
variance
risk
premiums are exposed to sharp price declines during market crises …
Persistent link: https://www.econbiz.de/10014384596
Saved in:
7
Credit
variance
risk
premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
8
The price of macroeconomic uncertainty : evidence from daily options
Londono, Juan M.
;
Samadi, Mehrdad
-
2023
-
This version: June 2023
Persistent link: https://www.econbiz.de/10014323439
Saved in:
9
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
10
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:
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