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~subject:"CAPM"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Risikoprämie
118
Risk premium
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104
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ECONIS (ZBW)
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1
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
2
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
3
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
-
2015
Persistent link: https://www.econbiz.de/10011399218
Saved in:
4
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
5
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
Saved in:
6
Can rare events explain the equity premium puzzle?
Ghosh, Anisha
;
Julliard, Christian
-
2012
Persistent link: https://www.econbiz.de/10009526519
Saved in:
7
The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk
;
Lustig, Hanno
-
2006
Persistent link: https://www.econbiz.de/10003394805
Saved in:
8
Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao
;
Pistaferri, Luigi
-
2005
Persistent link: https://www.econbiz.de/10002648063
Saved in:
9
Sovereign risk premia in the European bond market
Bernoth, Kerstin
;
Schuknecht, Ludger
;
Hagen, Jürgen von
-
2004
Persistent link: https://www.econbiz.de/10013424453
Saved in:
10
On the consequences of state-dependent preferences for the princing of financial assets
Danthine, Jean-Pierre
;
Donaldson, John B.
;
Giannikos, …
-
2003
Persistent link: https://www.econbiz.de/10001749687
Saved in:
11
C-CAPM and the cross-section of Sharpe ratios
Söderlind, Paul
-
2003
Persistent link: https://www.econbiz.de/10001828714
Saved in:
12
Sovereign risk and return in global equity markets
Bansal, Ravi
-
2001
Persistent link: https://www.econbiz.de/10013423628
Saved in:
13
Exchange rate and foreign inflation risk premiums in global equity returns
Vassalou, Maria
-
2000
Persistent link: https://www.econbiz.de/10013423081
Saved in:
14
Inspecting the mechanism : the determination of asset prices in the real business cycle model
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422541
Saved in:
15
The equity premium and the risk free rate : a cross country, cross maturity examination
Canova, Fabio
;
De Nicolò, Gianni
-
1995
Persistent link: https://www.econbiz.de/10013422006
Saved in:
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