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1
Liquidity risk and funding cost
Bechtel, Alexander
;
Ranaldo, Angelo
;
Wrampelmeyer, Jan
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014317804
Saved in:
2
Determinants of short-term corporate yield spreads : evidence from the commercial paper market
Huang, Jing-Zhi
;
Liu, Bibo
;
Shi, Zhan
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 539-579
Persistent link: https://www.econbiz.de/10014317896
Saved in:
3
Information acquisition, uncertainty reduction, and pre-announcement premium in China
Guo, Rui
;
Jia, Dun
;
Sun, Xi
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 1077-1118
Persistent link: https://www.econbiz.de/10014318031
Saved in:
4
The term structure of equity risk premia : levered noise and new estimates
Boguth, Oliver
;
Carlson, Murray
;
Fisher, Adlai
; …
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
4
,
pp. 1155-1182
Persistent link: https://www.econbiz.de/10014318125
Saved in:
5
Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Wang, Tong
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 325-367
Persistent link: https://www.econbiz.de/10013543164
Saved in:
6
Investor attention and asset pricing anomalies
Jiang, Lei
;
Liu, Jinyu
;
Peng, Lin
;
Wang, Baolian
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
3
,
pp. 563-593
Persistent link: https://www.econbiz.de/10013253819
Saved in:
7
Economic policy uncertainty and the yield curve
Leippold, Markus
;
Matthys, Felix
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
4
,
pp. 751-797
Persistent link: https://www.econbiz.de/10013349374
Saved in:
8
The variance risk premium in equilibrium models : Geert Bekaert, Eric Engstrom, Andrey Ermolov
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 1977-2014
Persistent link: https://www.econbiz.de/10014445759
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9
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
10
Special repo rates and the cross-section of bond prices : the role of the special collateral risk premium*
D'Amico, Stefania
;
Pancost, N. Aaron
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
1
,
pp. 117-162
Persistent link: https://www.econbiz.de/10012878874
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11
Anticipating disagreement in dynamic contracting
Zhu, John Y.
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
5
,
pp. 1241-1265
Persistent link: https://www.econbiz.de/10013399708
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12
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
13
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
Saved in:
14
Value return predictability across asset classes and commonalities in risk premia
Yara, Fahiz Baba
;
Boons, Martijn
;
Tamoni, Andrea
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
2
,
pp. 449-484
Persistent link: https://www.econbiz.de/10012546171
Saved in:
15
Is currency risk priced in global equity markets?
Karolyi, G. Andrew
;
Wu, Ying
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
3
,
pp. 863-902
Persistent link: https://www.econbiz.de/10012546204
Saved in:
16
Sovereign credit quality and violations of the law of one price
Boudoukh, Jacob
;
Brooks, Jordan
;
Richardson, Matthew
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
5
,
pp. 1581-1607
Persistent link: https://www.econbiz.de/10012655112
Saved in:
17
Global risks in the currency market
Panayotov, George
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
6
,
pp. 1237-1270
Persistent link: https://www.econbiz.de/10012403856
Saved in:
18
Forecasting the equity premium : mind the news!
Adämmer, Philipp
;
Schüssler, Rainer
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
6
,
pp. 1313-1355
Persistent link: https://www.econbiz.de/10012403864
Saved in:
19
One central bank to rule them all : editor's choice
Brusa, Francesca
;
Savor, Pavel
;
Wilson, Mungo
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
2
,
pp. 263-304
Persistent link: https://www.econbiz.de/10012194923
Saved in:
20
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
21
Asset growth and stock market returns : a time-series analysis
Wen, Quan
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 599-628
Persistent link: https://www.econbiz.de/10012035115
Saved in:
22
Variance-of-variance risk premium
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1549-1579
Persistent link: https://www.econbiz.de/10012005754
Saved in:
23
Risk premia and volatilities in a nonlinear term structure model
Feldhütter, Peter
;
Heyerdahl-Larsen, Christian
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
1
,
pp. 337-380
Persistent link: https://www.econbiz.de/10011990795
Saved in:
24
Corporate credit risk premia
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10011990801
Saved in:
25
Linear approximations and tests of conditional pricing models
Brandt, Michael W.
;
Chapman, David A.
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 455-489
Persistent link: https://www.econbiz.de/10011990803
Saved in:
26
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
27
Is there a distress risk anomaly? : pricing of systematic default risk in the cross-section of equity returns
Anginer, Deniz
;
Yıldızhan, Çelim
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 633-660
Persistent link: https://www.econbiz.de/10011991281
Saved in:
28
Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure
;
Fouquau, Julien
;
Portes, Richard
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
Saved in:
29
Macro-finance
Cochrane, John H.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 945-985
Persistent link: https://www.econbiz.de/10011803772
Saved in:
30
Bond variance risk premiums
Choi, Hoyong
;
Mueller, Philippe
;
Vedolin, Andrea
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 987-1022
Persistent link: https://www.econbiz.de/10011803777
Saved in:
31
Characterizing the asymmetric dependence premium
Alcock, Jamie
;
Hatherley, Anthony
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1701-1737
Persistent link: https://www.econbiz.de/10011804348
Saved in:
32
State-dependent variations in the expected illiquidity premium
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Changjun
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
6
,
pp. 2277-2314
Persistent link: https://www.econbiz.de/10011804715
Saved in:
33
Changing risk perception and the time-varying price of risk
Füss, Roland
;
Gehrig, Thomas P.
;
Rindler, Philipp
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
4
,
pp. 1549-1585
Persistent link: https://www.econbiz.de/10011610704
Saved in:
34
Financial sector reform after the subprime crisis : has anything happened?
Schäfer, Alexander
;
Schnabel, Isabel
;
Weder, Beatrice
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 77-125
Persistent link: https://www.econbiz.de/10011590255
Saved in:
35
Jump-diffusion long-run risks models, variance risk premium, and volatility dynamics
Jin, Jianjian
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 1281-1313
Persistent link: https://www.econbiz.de/10011405187
Saved in:
36
Equilibrium predictability, term structure of equity premia, and other return characteristics
Hore, Satadru
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 423-466
Persistent link: https://www.econbiz.de/10011342799
Saved in:
37
Don't fight the Fed!
Maio, Paulo
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
2
,
pp. 623-679
Persistent link: https://www.econbiz.de/10010405011
Saved in:
38
Risk premium, variance premium, and the maturity structure of uncertainty
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Taamouti, …
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
1
,
pp. 219-269
Persistent link: https://www.econbiz.de/10010405208
Saved in:
39
Option-implied measures of equity risk
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
2
,
pp. 385-428
Persistent link: https://www.econbiz.de/10009533372
Saved in:
40
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
41
The ambiguity premium vs. the risk premium under limited market participation
Ui, Takashi
- In:
Review of finance : journal of the European Finance …
15
(
2011
)
2
,
pp. 245-275
Persistent link: https://www.econbiz.de/10009267161
Saved in:
42
A long-run rsiks model of asset pricing with fat tails
Wang, Zhiguang
;
Bidarkota, Prasad V.
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
3
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008662615
Saved in:
43
Can risk-based theories explain the value premium?
Phalippou, Ludovic
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 143-166
Persistent link: https://www.econbiz.de/10003714166
Saved in:
44
Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
;
Vestin, David
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 97-137
Persistent link: https://www.econbiz.de/10002866906
Saved in:
45
Heterogeneity in financial market participation : appraising its implications for the C-CAPM
Paiella, Monica
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
3
,
pp. 445-480
Persistent link: https://www.econbiz.de/10002408833
Saved in:
46
The expected illiquidity premium : evidence from equity index-linked bonds
Dimson, Elroy
;
Hanke, Bernd
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
1
,
pp. 19-47
Persistent link: https://www.econbiz.de/10002390097
Saved in:
47
Why is the index smile so steep?
Branger, Nicole
;
Schlag, Christian
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10002390132
Saved in:
48
Measuring systematic risk in EMU government yield spreads
Geyer, Alois
;
Kossmeier, Stephan
;
Pichler, Stefan
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
2
,
pp. 171-197
Persistent link: https://www.econbiz.de/10002233751
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