//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Equity premium"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikoprämie
28
Risk premium
28
Estimation
15
Schätzung
15
Theorie
14
Theory
14
Capital income
12
Kapitaleinkommen
12
CAPM
11
Volatility
10
Volatilität
10
Forecasting model
7
Prognoseverfahren
7
Time series analysis
7
USA
7
United States
7
Zeitreihenanalyse
7
Yield curve
6
Zinsstruktur
6
Estimation theory
5
Schätztheorie
5
Börsenkurs
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Share price
4
Aktienmarkt
3
Anleihe
3
Asset pricing
3
Bond
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
ARCH model
2
ARCH-Modell
2
Equity premium
2
Erwartungsbildung
2
Exchange rate
2
Expectation formation
2
Frühindikator
2
Leading indicator
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Campbell, Sean D.
2
Andersen, Torben
1
Backus, David
1
Balduzzi, Pierluigi
1
Bansal, Ravi
1
Bauer, Michael D.
1
Bianchi, Daniele
1
Chen, Song Xi
1
Chernov, Mikhail
1
Dai, Wei
1
Delle Monache, Davide
1
Diebold, Francis X.
1
Díez de los Ríos, Antonio
1
Escanciano, Juan Carlos
1
Fan, Jianqing
1
Favero, Carlo A.
1
Fusari, Nicola
1
Gregory, Allan W.
1
Guidolin, Massimo
1
Guo, Dajiang
1
Hafner, Christian M.
1
Hurn, Stan
1
Hördahl, Peter
1
Imerman, Michael B.
1
Kim, Chang-jin
1
Kyriakopoulou, Dimitra
1
Lee, Tae-hwy
1
Li, Junye
1
Lindsay, Kenneth A.
1
Linton, Oliver
1
McClelland, Andrew
1
Morley, James C.
1
Nelson, Charles R.
1
Nijman, Theodore E.
1
Oh, Dong Hwan
1
Ortu, Fulvio
1
Palm, Franz C.
1
Pardo-Fernández, Juan Carlos
1
Patton, Andrew J.
1
Perron, Benoit
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
NBER working paper series
307
Working paper / National Bureau of Economic Research, Inc.
274
NBER Working Paper
243
Journal of banking & finance
210
Journal of financial economics
201
The review of financial studies
136
Journal of international money and finance
132
Finance research letters
123
Discussion paper / Centre for Economic Policy Research
118
Journal of empirical finance
104
International review of economics & finance : IREF
95
International review of financial analysis
93
The journal of finance : the journal of the American Finance Association
92
Discussion papers / CEPR
88
Journal of international financial markets, institutions & money
85
Economics letters
80
Working paper
74
Research paper series / Swiss Finance Institute
69
Applied economics
68
Applied financial economics
68
Journal of financial and quantitative analysis : JFQA
66
Finance and economics discussion series
64
Journal of economic dynamics & control
63
The North American journal of economics and finance : a journal of financial economics studies
62
Energy economics
60
Journal of monetary economics
58
Working paper series / European Central Bank
58
CESifo working papers
53
Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The journal of futures markets
53
Pacific-Basin finance journal
51
Review of finance : journal of the European Finance Association
48
Applied economics letters
45
IMF working papers
45
Journal of financial markets
43
Staff reports / Federal Reserve Bank of New York
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
ECB Working Paper
40
Review of quantitative finance and accounting
40
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
28
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
2
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
3
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.
;
Ortu, Fulvio
;
Tamoni, Andrea
;
Yang, Haoxi
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
Saved in:
4
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
5
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
6
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Saved in:
7
The variance risk premium : components, term structures, and stock return predictability
Li, Junye
;
Zinna, Gabriele
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10012249166
Saved in:
8
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
9
Measuring nonlinear Granger causality in mean
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10011895015
Saved in:
10
Enhancing estimation for interest rate diffusion models with bond prices
Zou, Tao
;
Chen, Song Xi
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
Saved in:
11
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
12
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
13
What does the volatility risk premium say about liquidity provision and demand for hedging tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
Saved in:
14
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 282-295
Persistent link: https://www.econbiz.de/10011390043
Saved in:
15
Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
Saved in:
16
Ambiguity in the cross-section of expected returns : an empirical assessment
Thimme, Julian
;
Völkert, Clemens
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 418-429
Persistent link: https://www.econbiz.de/10011390409
Saved in:
17
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
18
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
19
Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
Saved in:
20
Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 131-143
Persistent link: https://www.econbiz.de/10003675590
Saved in:
21
Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10003463635
Saved in:
22
On the role of risk premia in volatility forecasting
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
Saved in:
23
The structural break in the equity premium
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 181-191
Persistent link: https://www.econbiz.de/10002781656
Saved in:
24
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
25
The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver
;
Perron, Benoit
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
Saved in:
26
The risk premium of volatility implicit in currency options
Guo, Dajiang
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 498-507
Persistent link: https://www.econbiz.de/10001251794
Saved in:
27
Theoretical relations between risk premiums and conditional variances
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
Saved in:
28
Premia in forward foreign exchange as unobserved components : a note
Nijman, Theodore E.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 361-365
Persistent link: https://www.econbiz.de/10001146824
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->