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ECONIS (ZBW)
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1
The asset-pricing implications of carbon risk in Korea
Park, Dojoon
;
Lee, Jiyoon
;
Park, Hyejin
- In:
Journal of international financial management & accounting
35
(
2024
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10014472371
Saved in:
2
Pricing the pandemic : evidence from the bond market in China
Gao, Haoyu
;
Ouyang, Yiling
;
Wen, Huiyu
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014444336
Saved in:
3
The time secret of Chinese A-share systematic risk : overnight and intraday
Liu, Weiqi
;
Wen, Zuojun
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10014444350
Saved in:
4
Systematic COVID risk, idiosyncratic COVID risk and stock returns
Wan, Xiaoyuan
;
Zhang, Jiachen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014445525
Saved in:
5
Downside liquidity risk premium : from the perspective of higher moment
Hou, Yuting
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014445603
Saved in:
6
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
7
Inequality, premium and the timing of resolution of uncertainty
Koimisis, Georgios
;
Giannikos, Christos
- In:
Finance research letters
60
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014490226
Saved in:
8
Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
9
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
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10
Investor traps : funds launched during booms
Xu, Bu
;
Xu, Quanyi
;
Liu, Xinxin
;
Qin, Qirui
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491026
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11
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
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12
Political turnover and corporate credit spread : evidence from China
Fu, Lili
;
Chen, Zhen
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491162
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13
Target rate factors in short rate models
Harju, Antti J.
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491933
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14
Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle
Fu, Qi
;
So, Jacky C.
;
Li, Xiaotong
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491994
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15
Risk premium in a real business cycle framework
Çakıcı, Sahibe Meral
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 111-122
Persistent link: https://www.econbiz.de/10014492128
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16
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
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17
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
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18
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
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19
The sustainability factor in asset pricing : empirical evidence from the Indian market
Mohanasundaram, S.
;
Kasilingam, R.
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 206-213
Persistent link: https://www.econbiz.de/10014494670
Saved in:
20
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint
Okano, Eiji
;
Inagaki, Kazuyuki
;
Eguchi, Masataka
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014494863
Saved in:
21
Entropy augmented asset pricing model : study on Indian stock market
Mishra, Harshit
;
Barai, Parama
- In:
Asia Pacific financial markets
31
(
2024
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10014496565
Saved in:
22
Does macro-asset pricing matter for corporate finance?
Kim, Yongjin
;
Routledge, Bryan R.
- In:
Critical finance review
13
(
2024
)
1/2
,
pp. 45-82
Persistent link: https://www.econbiz.de/10014508024
Saved in:
23
Debt-financed fiscal stimulus in South Africa
Hollander, Hylton
- In:
Journal for studies in economics and econometrics : SEE
48
(
2024
)
1
,
pp. 87-112
Persistent link: https://www.econbiz.de/10014511601
Saved in:
24
Decomposition of risk for small size and low book-to-market stocks
Kale, Arati
;
Kale, Devendra
;
Villupuram, Sriram
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 96-112
Persistent link: https://www.econbiz.de/10014511607
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25
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
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26
Heterogeneous intermediary asset pricing in Iran's stock market : privately-owned vs. state-owned
Dehghani, Mohammad Hossein
;
Ravanbakhsh, Monireh
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
5
,
pp. 1048-1063
Persistent link: https://www.econbiz.de/10014513910
Saved in:
27
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
28
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
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29
Business cycles, stock market wealth, and gambling at the racetracks
Ramezani, Cyrus A.
;
Ahern, James J.
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 455-470
Persistent link: https://www.econbiz.de/10014482768
Saved in:
30
Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
Saved in:
31
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
32
The utilization premium
Grigoris, Fotis
;
Segal, Gill
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10014469940
Saved in:
33
The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong
;
Wang, Xinjie
;
Xiao, Yaqing
;
Xu, Weike
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
Saved in:
34
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
35
Overextrapolation of disaster probabilities and asset pricing in a production economy
Gao, Han
;
Lin, Chunpeng
;
Peng, Juan
;
Zhao, Siqi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 845-854
Persistent link: https://www.econbiz.de/10014446606
Saved in:
36
Life-cycle risk-taking with personal disaster risk
Bagliano, Fabio C.
;
Fugazza, Carolina
;
Nicodano, Giovanna
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 378-396
Persistent link: https://www.econbiz.de/10014446773
Saved in:
37
Risk-free rate puzzle : an explanation of the heterogeneity of consumer risk attitudes under China's income gap
Zhao, Yang
;
Yao, Yuan
;
Wang, Mingtao
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 940-960
Persistent link: https://www.econbiz.de/10014446824
Saved in:
38
Political risks, excess and carry trade returns in global markets
Kesse, Kwabena
;
Blenman, Lloyd P.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
Saved in:
39
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
40
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
41
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
42
Are consensus FX forecasts valuable for investors?
Kwas, Marek
;
Beckmann, Joscha
;
Rubaszek, Michał
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 268-284
Persistent link: https://www.econbiz.de/10014450270
Saved in:
43
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
44
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
45
Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Kölbel, Julian
;
Leippold, Markus
;
Rillaerts, Jordy
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 30-69
Persistent link: https://www.econbiz.de/10014526303
Saved in:
46
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
47
Dissecting idiosyncratic earnings risk
Halvorsen, Elin
;
Holter, Hans A.
;
Ozkan, Serdar
; …
- In:
Journal of the European Economic Association : JEEA
22
(
2024
)
2
,
pp. 617-668
Persistent link: https://www.econbiz.de/10014527010
Saved in:
48
Measuring climate transition risk spillovers
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 447-481
Persistent link: https://www.econbiz.de/10014527213
Saved in:
49
The term structure of equity yields : a bottom-up approach
Schröder, David
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 661-697
Persistent link: https://www.econbiz.de/10014527221
Saved in:
50
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Ma, Yong
- In:
Journal of multinational financial management
73
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014526940
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