//--> //--> //--> //-->
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:"Handbook of the equity risk premium"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Journal of international money and finance"
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
Risikoprämie
206
Risk premium
206
Capital income
62
Kapitaleinkommen
62
Estimation
54
Schätzung
54
CAPM
50
Theorie
49
Theory
49
Welt
42
World
42
Yield curve
35
Zinsstruktur
35
Public bond
31
Volatility
31
Volatilität
31
Öffentliche Anleihe
31
Börsenkurs
30
Share price
30
Exchange rate
28
Wechselkurs
28
Aktienmarkt
27
Stock market
27
Exchange rate risk
25
Währungsrisiko
25
Country risk
23
Länderrisiko
23
Currency derivative
22
Risk
22
Währungsderivat
22
Credit risk
21
Kreditrisiko
21
Risiko
21
Devisenmarkt
20
Foreign exchange market
20
Interest rate parity
19
Zinsparität
19
Forecasting model
18
Prognoseverfahren
18
Equity premium puzzle
17
more ...
less ...
Online availability
All
Undetermined
109
Type of publication
All
Article
206
Type of publication (narrower categories)
All
Article in journal
183
Aufsatz in Zeitschrift
183
Aufsatz im Buch
23
Book section
23
Conference paper
1
Konferenzbeitrag
1
Language
All
English
206
Author
All
Baillie, Richard
4
Bakshi, Gurdip S.
3
Bernoth, Kerstin
3
Chen, Zhiwu
3
Donaldson, John B.
3
Heaton, John
3
Mehra, Rajnish
3
Storesletten, Kjetil
3
Abel, Andrew B.
2
Bansal, Ravi
2
Barberis, Nicholas
2
Bollerslev, Tim
2
Byrne, Joseph P.
2
Cochrane, John H.
2
Danthine, Jean-Pierre
2
Dimson, Elroy
2
Djeutem, Edouard
2
Dupuy, Philippe
2
End, Jan-Willem van den
2
Fuertes, Ana María
2
Goetzmann, William N.
2
Haan, Leo de
2
Huang, Ming
2
Ibbotson, Roger G.
2
Ibrahim, Boulis Maher
2
Jiang, Yuexiang
2
Kalb, Alexander
2
Ko, Kuan-Cheng
2
Lin, Chaonan
2
Long, Huaigang
2
Lucas, Deborah J.
2
MacDonald, Ronald
2
Marsh, Paul
2
Nguyen, Duc Binh Benno
2
Nitschka, Thomas
2
Osterloh, Steffen
2
Prescott, Edward C.
2
Prokopczuk, Marcel
2
Remolona, Eli M.
2
Sakemoto, Ryuta
2
more ...
less ...
Published in...
All
Handbook of the equity risk premium
Pacific-Basin finance journal
Journal of international money and finance
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
Finance research letters
126
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
88
IMF Working Papers
87
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
CESifo working papers
54
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Economic modelling
53
The journal of futures markets
53
Review of finance : journal of the European Finance Association
51
Applied economics letters
45
IMF working papers
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Staff reports / Federal Reserve Bank of New York
43
Journal of financial markets
42
Review of quantitative finance and accounting
40
more ...
less ...
Source
All
ECONIS (ZBW)
206
Showing
1
-
50
of
206
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
2
How quantitative easing changes the nature of sovereign risk
Broeders, Dirk
;
Haan, Leo de
;
End, Jan-Willem van den
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478081
Saved in:
3
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
4
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478141
Saved in:
5
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
Saved in:
6
News-based sentiment and the value premium
Fabozzi, Francesco A.
;
Nazemi, Abdolreza
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014333316
Saved in:
7
Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Tsafack, Georges
;
Becker, Ying
;
Han, Ki C.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463244
Saved in:
8
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
9
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
10
Equity overvaluation, insider trading activity, and M&A premium : evidence from China
Zhang, Yongshen
;
Zhang, Qing
;
Yu, Xiaoliang
;
Ma, Qiushu
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463272
Saved in:
11
Extreme illiquidity and stock returns : evidence from Thailand market
Chen, Xi
;
Wang, Junbo
;
Wang, Yanchu
;
Zhong, Xiaoling
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463369
Saved in:
12
The long-run impact of sovereign yields on corporate yields in emerging markets
Li, Delong
;
Magud, Nicolas
;
Werner, Alejandro M.
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248777
Saved in:
13
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
14
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
15
Unconventional monetary policy and disaster risk : evidence from the subprime and COVID-19 crises
Cortes, Gustavo Silva
;
Gao, George P.
;
Silva, Felipe …
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013433532
Saved in:
16
What uncertainty does to euro area sovereign bond markets : flight to safety and flight to quality
Costantini, Mauro
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013433547
Saved in:
17
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
18
Default risk, macroeconomic conditions, and the market skewness risk premium
Xu, Zhongxiang
;
Li, Xiafei
;
Chevapatrakul, Thanaset
; …
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013435659
Saved in:
19
Uncovered return parity : equity returns and currency returns
Djeutem, Edouard
;
Dunbar, Geoffrey R.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013438368
Saved in:
20
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
21
China's illiquidity premium : due to risk-taking or mispricing?
Su, Zhi
;
Lyu, Tongtong
;
Yin, Libo
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013552664
Saved in:
22
The negative hiring rate premium on stock returns in the Korean stock market
Bae, Jaewan
;
Kang, Jangkoo
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388954
Saved in:
23
Pairs trading and asset pricing
Xiang, Yun
;
He, Jiaxuan
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013370400
Saved in:
24
Attractive and non-attractive currencies
Dupuy, Philippe
;
James, Jessica
;
Marsh, Ian W.
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012794951
Saved in:
25
The relative pricing of sovereign credit risk after the Eurozone crisis
Corvino, Raffaele
;
Ruggiero, Francesco
- In:
Journal of international money and finance
112
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012797600
Saved in:
26
Mortgage spreads, asset prices, and business cycles in emerging countries
Horvath, Jaroslav
;
Rothman, Philip
- In:
Journal of international money and finance
115
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013207128
Saved in:
27
Turnover premia in China's stock markets
Zhang, Bing
;
Chen, Wei
;
Yeh, Chung-Ying
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013209696
Saved in:
28
Enhanced factor investing in the Korean stock market
Kim, Saejoon
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013258117
Saved in:
29
Central bank tone and currency risk premia
Dossani, Asad
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284823
Saved in:
30
Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin
;
Herwartz, Helmut
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
Saved in:
31
Cross-stock market spillovers through variance risk premiums and equity flows
Hattori, Masazumi
;
Shim, Ilhyock
;
Sugihara, Yoshihiko
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013284962
Saved in:
32
Trade policy uncertainty and stock returns
Bianconi, Marcelo
;
Esposito, Federico
;
Sammon, Marco
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013285018
Saved in:
33
Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam
Hai Hong Trinh
;
Nguyen Phuc Canh
;
Wei, Hao
;
Wongchoti, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013369865
Saved in:
34
An inflation-based ICAPM in China
Zhang, Han
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013332514
Saved in:
35
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
36
Political uncertainty and A-H share premium
Cheng, Xu
;
Kong, Dongming
;
Wang, Junbo
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332763
Saved in:
37
Explaining the risk premiums of life settlements
Kung, Ko-Lun
;
Hsieh, Ming-Hua
;
Peng, Jin Lung
;
Tsai, …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013332817
Saved in:
38
Value at risk and the cross-section of expected returns : evidence from China
Gui, Pingshu
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013252854
Saved in:
39
Capital controls and foreign exchange market intervention
Choi, Jae Hoon
- In:
Journal of international money and finance
101
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012392301
Saved in:
40
Procyclical leverage in Europe and its role in asset pricing
Baltzer, Markus
;
Koehl, Alexandra
;
Reitz, Stefan
- In:
Journal of international money and finance
107
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012395618
Saved in:
41
Sovereign credit risk and global equity fund returns in emerging markets
Andreou, Christoforos K.
;
Lambertides, Neophytos
; …
- In:
Journal of international money and finance
107
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012395623
Saved in:
42
Sovereign risk and asset market dynamics in the euro area
Perego, Erica
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012403956
Saved in:
43
Investing for the long run when expected equity premium is nonnegative
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492276
Saved in:
44
The determinants of the model-free positive and negative volatilities
Bevilacqua, Mattia
;
Morelli, David
;
Tunaru, Radu
- In:
Journal of international money and finance
92
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012134504
Saved in:
45
The risk premium of gold
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Wese Simen, …
- In:
Journal of international money and finance
94
(
2019
),
pp. 140-159
Persistent link: https://www.econbiz.de/10012135152
Saved in:
46
Where's the risk? : the forward premium bias, the carry-trade premium, and risk-reversals in general equilibrium
Berg, Kimberly A.
;
Mark, Nelson C.
- In:
Journal of international money and finance
95
(
2019
),
pp. 297-316
Persistent link: https://www.econbiz.de/10012137574
Saved in:
47
Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho
- In:
Journal of international money and finance
93
(
2019
),
pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
Saved in:
48
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
49
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
50
How effective are sovereign bond-backed securities as a spillover prevention device?
Cronin, David
;
Dunne, Peter G.
- In:
Journal of international money and finance
96
(
2019
),
pp. 49-66
Persistent link: https://www.econbiz.de/10012139607
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->