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~isPartOf:"Journal of financial economics"
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Capital income
6
Kapitaleinkommen
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Risikoprämie
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Risk premium
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Volatility
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Volatilität
6
Börsenkurs
4
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Bollerslev, Tim
7
Todorov, Viktor
3
Xu, Lai
3
Osterrieder, Daniela
2
Sizova, Natalia
2
Ai, Hengjie
1
Andersen, Torben G.
1
Diebold, Francis X.
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Ebens, Heiko
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Han, Leyla Jianyu
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Hitzemann, Steffen
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Li, Sophia Zhengzi
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Patton, Andrew J.
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Quaedvlieg, Rogier
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Shaliastovich, Ivan
1
Tauchen, George
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Tauchen, George Eugene
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Journal of financial economics
Finance and Economics Discussion Series
1,620
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
1,261
International Finance Discussion Papers
1,132
Web Site / Federal Reserve Board (Board of Governors of the Federal Reserve System)
276
Special Studies Papers / Federal Reserve Board (Board of Governors of the Federal Reserve System)
244
Staff Studies / Federal Reserve Board (Board of Governors of the Federal Reserve System)
186
Working Paper Series / Economic Activity Section
151
Research Papers in Banking and Financial Economics
103
Journal of econometrics
42
News
41
Monograph / Federal Reserve Board (Board of Governors of the Federal Reserve System)
31
Finance and economics discussion series
25
CREATES Research Papers
22
Journal of Econometrics
21
NBER Working Paper
20
NBER working paper series
19
NBER Working Papers
17
Working paper / National Bureau of Economic Research, Inc.
16
The journal of finance : the journal of the American Finance Association
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Working paper / National Bureau of Economic Research, Inc
14
CFS Working Paper Series
12
CREATES research paper
12
Working Papers in Banking, Finance and Microeconomics
11
ERID working paper
10
Journal of banking & finance
10
Working Papers / Duke University, Department of Economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of Business & Economic Statistics
8
CFS working paper series
7
Journal of Finance
7
PIER Working Paper Archive
7
Working papers / Financial Institutions Center
7
CFS Working Paper
6
CREATES Research Paper
6
Center for Financial Institutions Working Papers
6
Journal of international money and finance
6
The review of economics and statistics
6
Basel II White Paper
5
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ECONIS (ZBW)
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OLC EcoSci
2
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1
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
2
The cross section of the monetary policy announcement premium
Ai, Hengjie
;
Han, Leyla Jianyu
;
Pan, Xuhui
;
Xu, Lai
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10013350644
Saved in:
3
Oil volatility risk
Gao, Lin
;
Hitzemann, Steffen
;
Shaliastovich, Ivan
;
Xu, Lai
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 456-491
Persistent link: https://www.econbiz.de/10013413135
Saved in:
4
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
5
The distribution of realized stock return volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10006512570
Saved in:
6
Risk and return: Long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10010104762
Saved in:
7
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
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