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  • Search: subject:"dividend futures"
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Year of publication
Subject
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Dividend 6 Dividende 6 Börsenkurs 5 Share price 5 Derivat 4 Derivative 4 dividend futures 4 CAPM 3 Risikoprämie 3 Risk premium 3 Aktienindex 2 Asset prices 2 Capital income 2 Dividend futures 2 Index futures 2 Index-Futures 2 Kapitaleinkommen 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 Stock index 2 equity premium 2 monetary policy 2 term premium 2 yield curve 2 Dividend options 1 Dividend puzzle 1 Forecasting model 1 Geldpolitik 1 Implied volatility differences 1 Implied volatility models 1 Index dividend futures option trading 1 Market price of risk 1 Monetary policy 1 Prognoseverfahren 1 Public bond 1 Rendite 1 Smile calibration 1 Stochastic logistic diffusion 1
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Online availability
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Undetermined 4 Free 3
Type of publication
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Article 4 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 7
Author
All
Nagel, Stefan 2 Tunaru, Radu 2 Xu, Zhengyang 2 Časta, Martin 2 Quaye, Enoch Nii Boi 1 Stotz, Olaf 1
Published in...
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CESifo Working Paper 1 CESifo working papers 1 Journal of economic dynamics & control 1 Quantitative finance 1 The European journal of finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working paper series / Czech National Bank 1
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Source
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ECONIS (ZBW) 6 EconStor 1
Showing 1 - 7 of 7
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Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux
Nagel, Stefan; Xu, Zhengyang - 2024
premium. We reach this conclusion based on a new model-free method that uses dividend futures prices to obtain the …
Persistent link: https://www.econbiz.de/10015096909
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Cover Image
Movements in yields, not the equity premium : Bernanke-Kuttner redux
Nagel, Stefan; Xu, Zhengyang - 2024
premium. We reach this conclusion based on a new model-free method that uses dividend futures prices to obtain the …
Persistent link: https://www.econbiz.de/10015052545
Saved in:
Cover Image
Deriving equity risk premium using dividend futures
Časta, Martin - 2021
Persistent link: https://www.econbiz.de/10012583725
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Deriving equity risk premium using dividend futures
Časta, Martin - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013449236
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The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi; Tunaru, Radu - In: Journal of economic dynamics & control 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
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Dividend derivatives
Tunaru, Radu - In: Quantitative finance 18 (2018) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10011905830
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The relative pricing of European dividend futures and their predictive abilities for index returns
Stotz, Olaf - In: The European journal of finance 22 (2016) 13/15, pp. 1484-1506
Persistent link: https://www.econbiz.de/10011715480
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