//--> //--> //--> //-->
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 money, credit and banking : JMCB"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Risk premium"
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:"Risk premium"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Risikoprämie
78
Theorie
28
Theory
28
CAPM
26
Capital income
26
Kapitaleinkommen
26
Estimation
24
Schätzung
24
USA
24
United States
24
Yield curve
19
Zinsstruktur
19
Credit risk
15
Kreditrisiko
15
Aktienmarkt
12
Stock market
12
Volatility
11
Volatilität
11
Börsenkurs
9
Share price
9
Portfolio selection
8
Portfolio-Management
8
Geldpolitik
7
Monetary policy
7
Risiko
7
Risk
7
Cost of capital
6
Credit derivative
6
Kapitalkosten
6
Kreditderivat
6
Schock
6
Shock
6
Welt
6
World
6
ARCH model
5
ARCH-Modell
5
Country risk
5
Equity premium puzzle
5
Equity-Premium-Puzzle
5
more ...
less ...
Online availability
All
Undetermined
30
Free
4
Type of publication
All
Article
78
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Language
All
English
78
Author
All
Guo, Hui
2
Lin, Chien-Hsiu
2
Sokolinskiy, Oleg
2
Tzavalis, Elias
2
Wickens, Michael R.
2
Abel, Andrew B.
1
Alam, Pervaiz
1
Amano, Robert A.
1
Arize, Augustine Chuck
1
Audzeyeva, Alena
1
Balfoussia, Hiona
1
Balversli, Ronald J.
1
Bandyopadhyay, Sati P.
1
Bernoth, Kerstin
1
Bharati, Rakesh
1
Binder, John J.
1
Bohn, Henning
1
Boyd, Naomi E.
1
Bratis, Theodoros
1
Breedon, Francis J.
1
Cashin, David
1
Cevik, Emrah Ismail
1
Chang, Chuang-chang
1
Chen, Chih-Nan
1
Chen, Sonnan
1
Chiang, Thomas C.
1
Chng, Michael T.
1
Choi, Wonnho
1
Choudhry, Taufiq
1
Christensen, Jens H. E.
1
Chu, Quentin C.
1
Cook, David
1
Cooper, Ilan
1
DeYoung, Robert
1
Devereux, Michael B.
1
Dew-Becker, Ian
1
Dopuch, Nicholas
1
Duca, John V.
1
Dutton, John C.
1
Ederington, Louis H.
1
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
Review of quantitative finance and accounting
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
137
Journal of international money and finance
132
Finance research letters
125
Discussion paper / Centre for Economic Policy Research
118
Journal of empirical finance
105
International review of economics & finance : IREF
94
International review of financial analysis
93
The journal of finance : the journal of the American Finance Association
92
Discussion papers / CEPR
89
Journal of international financial markets, institutions & money
85
Economics letters
80
Working paper
75
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
Working paper series / European Central Bank
60
Journal of monetary economics
58
Management science : journal of the Institute for Operations Research and the Management Sciences
54
CESifo working papers
53
Economic modelling
53
The journal of futures markets
53
IMF Working Papers
51
Pacific-Basin finance journal
51
Review of finance : journal of the European Finance Association
51
Applied economics letters
45
IMF working papers
45
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
Journal of financial markets
42
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
50
of
78
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena
;
Wang, Xu
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
Saved in:
2
Uncertainty and the cost of bank versus bond finance
Grimme, Christian
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10014305959
Saved in:
3
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
4
On liquidity shocks and asset prices
Guerrón-Quintana, Pablo A.
;
Jinnai, Ryo
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
8
,
pp. 2519-2546
Persistent link: https://www.econbiz.de/10013466770
Saved in:
5
Treasury safety, liquidity, and money premium dynamics : evidence from debt limit impasses
Cashin, David
;
Syron Ferris, Erin E.
;
Klee, Elizabeth
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
6
,
pp. 1475-1506
Persistent link: https://www.econbiz.de/10014364318
Saved in:
6
U.S. REIT banking relationships and syndicated loan pricing
Shen, Yang-pin
;
Wu, Chou-Yen
;
Lu, Chiuling
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 447-479
Persistent link: https://www.econbiz.de/10014342039
Saved in:
7
The implied cost of capital : accounting for growth
Penman, Stephen H.
;
Zhu, Julie
;
Wang, Haofei
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10014342154
Saved in:
8
Conditional equity premium and aggregate corporate investment
Guo, Hui
;
Qiu, Buhui
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 251-295
Persistent link: https://www.econbiz.de/10014305964
Saved in:
9
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
10
The impact of sovereign defaults on lending countries
Guo, Si
;
Pei, Yun
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 345-374
Persistent link: https://www.econbiz.de/10013548981
Saved in:
11
What does the cross-section tell about itself? : explaining equity risk premia with stock return moments
Cooper, Ilan
;
Ma, Liang
;
Maio, Paulo
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 73-118
Persistent link: https://www.econbiz.de/10012819566
Saved in:
12
Fiscal policy and the nominal term premium
Horváth, Roman
;
Kaszab, Lorant
;
Marsal, Ales
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
2/3
,
pp. 663-683
Persistent link: https://www.econbiz.de/10013167515
Saved in:
13
Equilibrium yield curve, the Phillips curve, and monetary policy
Katagiri, Mitsuru
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
8
,
pp. 2235-2272
Persistent link: https://www.econbiz.de/10013466724
Saved in:
14
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
Saved in:
15
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
16
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
17
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
18
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
19
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Karavias, Yiannis
;
Spilioti, Stella
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10012549879
Saved in:
20
Does liquidity drive stock market returns? : the role of investor risk aversion
Zhang, Qingjing
;
Choudhry, Taufiq
;
Kuo, Jing-Ming
;
Liu, …
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 929-958
Persistent link: https://www.econbiz.de/10012620025
Saved in:
21
Is foreign exchange risk priced in bank loan spreads?
Kim, Young Sang
;
Lee, Junyoup
;
Yi, Ha-Chin
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1061-1092
Persistent link: https://www.econbiz.de/10012620043
Saved in:
22
The risk management implications of using end of day consensus pricing for single name CDS
Ronen, Tavy
;
Sokolinskiy, Oleg
;
Sopranzetti, Ben J.
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 269-304
Persistent link: https://www.econbiz.de/10012233227
Saved in:
23
Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
Saved in:
24
Understanding housing market volatility
Fairchild, Joseph
;
Ma, Jun
;
Wu, Shu
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
7
,
pp. 1309-1337
Persistent link: https://www.econbiz.de/10011402439
Saved in:
25
Default risk, state ownership and the cross-section of stock returns : evidence from China
Liu, Lanlan
;
Luo, Dan
;
Han, Liang
- In:
Review of quantitative finance and accounting
53
(
2019
)
4
,
pp. 933-966
Persistent link: https://www.econbiz.de/10012234464
Saved in:
26
The Credit Default Swap market contagion during recent crises : international evidence
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012173009
Saved in:
27
Consumption-based capital asset pricing models : issues and controversies
Choi, Wonnho
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10011979103
Saved in:
28
The economic significance of CDS price discovery
Xiang, Vincent
;
Chng, Michael T.
;
Fang, Victor
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
Saved in:
29
The return premiums to accruals quality
Bandyopadhyay, Sati P.
;
Huang, Alan Guoming
;
Sun, Kevin …
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
Saved in:
30
Credit spreads and investment opportunities
Shen, Tao
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 117-152
Persistent link: https://www.econbiz.de/10011796600
Saved in:
31
Background risk in consumption and the equity risk premium
Semenov, Andrei
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 407-439
Persistent link: https://www.econbiz.de/10011796639
Saved in:
32
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
Saved in:
33
Profitability, value, and stock returns in production‐based asset pricing without frictions
Balversli, Ronald J.
;
Huang, Dayong
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
7
,
pp. 1621-1651
Persistent link: https://www.econbiz.de/10011946663
Saved in:
34
A new measure of equity and cash flow duration : the duration-based explanation of the value premium revisited
Schröder, David
;
Esterer, Florian
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
5
,
pp. 857-900
Persistent link: https://www.econbiz.de/10011615625
Saved in:
35
Carry trades, order flow, and the forward bias puzzle
Breedon, Francis J.
;
Rime, Dagfinn
;
Vitale, Paolo
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
6
,
pp. 1113-1134
Persistent link: https://www.econbiz.de/10011707918
Saved in:
36
The implied growth rates and country risk premium : evidence from Chinese stock markets
Wang, Pengguo
;
Huang, Wei
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 641-663
Persistent link: https://www.econbiz.de/10011532062
Saved in:
37
Using equity premium survey data to estimate future wealth
Freeman, Mark C.
;
Groom, Benjamin
- In:
Review of quantitative finance and accounting
45
(
2015
)
4
,
pp. 665-693
Persistent link: https://www.econbiz.de/10011532065
Saved in:
38
On structural interpretation of the Smets-Wouters "Risk Premium" shock
Fisher, Jonas D. M.
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
2/3
,
pp. 511-516
Persistent link: https://www.econbiz.de/10010519123
Saved in:
39
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
40
A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Goldberg, Robert S.
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10011333146
Saved in:
41
The consumption-income ratio, entrepreneurial risk, and the U.S. stock market
Hoffmann, Mathias
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
6
,
pp. 1259-1292
Persistent link: https://www.econbiz.de/10010466585
Saved in:
42
Bond pricing with a time-varying price of risk in an estimated medium-scale Bayesian DSGE model
Dew-Becker, Ian
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
5
,
pp. 837-888
Persistent link: https://www.econbiz.de/10010466708
Saved in:
43
Determinants of market beta : the impacts of firm-specific accounting figures and market conditions
Schlueter, Tobias
;
Sievers, Sönke
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 535-570
Persistent link: https://www.econbiz.de/10010391614
Saved in:
44
R&D expenditures and implied equity risk premiums
Alam, Pervaiz
;
Liu, Min
;
Peng, Xiaofeng
- In:
Review of quantitative finance and accounting
43
(
2014
)
3
,
pp. 441-462
Persistent link: https://www.econbiz.de/10010490394
Saved in:
45
Equity returns and business cycles in small open economies
Jahan-Parvar, Mohammad R.
;
Liu, Xuan
;
Rothman, Philip
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
6
,
pp. 1117-1146
Persistent link: https://www.econbiz.de/10010197527
Saved in:
46
The money market meltdown of the Great Depression
Duca, John V.
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
2/3
,
pp. 493-504
Persistent link: https://www.econbiz.de/10009759301
Saved in:
47
Time-varying risk-returm trade-off in the stock market
Guo, Hui
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
4
,
pp. 623-650
Persistent link: https://www.econbiz.de/10009759991
Saved in:
48
Monetary policy, bank lending, and the risk-pricing channel
Kishan, Ruby P.
;
Opiela, Timothy P.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
4
,
pp. 573-602
Persistent link: https://www.econbiz.de/10009575822
Saved in:
49
Credit risk spreads in local and foreign currencies
Galai, Dan
;
Wiener, Zvi
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
5
,
pp. 883-901
Persistent link: https://www.econbiz.de/10009576600
Saved in:
50
Risk premium shocks and the zero bound on nominal interest rates
Amano, Robert A.
;
Shukayev, Malik
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
8
,
pp. 1475-1505
Persistent link: https://www.econbiz.de/10009693608
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->