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~subject:"Risk premium"
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Risk premium
Theorie
186
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184
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77
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61
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58
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39
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37
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37
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35
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35
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34
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34
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31
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31
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29
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28
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19
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15
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8
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English
39
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Singleton, Kenneth J.
22
Hansen, Lars Peter
16
Dai, Qiang
10
Borovička, Jaroslav
8
Pan, Jun
6
Scheinkman, José Alexandre
6
Heaton, John
5
Li, Nan
5
Longstaff, Francis A.
4
Pedersen, Lasse Heje
3
Sargent, Thomas J.
3
Joslin, Scott
2
Marcet, Albert
2
Priebsch, Marcel
2
Barillas, Francisco
1
Cochrane, John H.
1
Giacoletti, Marco
1
Han, Lloyd S.
1
Hansen, Lars P.
1
Laursen, Kristoffer
1
Le, Anh
1
Meese, Richard A.
1
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1
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National Bureau of Economic Research
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5
The journal of finance : the journal of the American Finance Association
3
Journal of econometrics
2
American economic journal : a journal of the American Economic Association
1
Financial markets and asset pricing
1
Handbook of the equity risk premium
1
IMES discussion paper series
1
International Finance Discussion Papers, Federal Reserve System
1
Journal of economic theory
1
Journal of financial economics
1
Journal of political economy
1
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1
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1
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1
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1
Quantitative economics : QE ; journal of the Econometric Society
1
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1
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1
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ECONIS (ZBW)
39
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1
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Marcet, Albert
;
Singleton, Kenneth J.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000992745
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2
Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
-
2001
Persistent link: https://www.econbiz.de/10001566888
Saved in:
3
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Marcet, Albert
;
Singleton, Kenneth J.
- In:
Macroeconomic dynamics
3
(
1999
)
2
,
pp. 243-277
Persistent link: https://www.econbiz.de/10001618327
Saved in:
4
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
Saved in:
5
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-441
Persistent link: https://www.econbiz.de/10001661702
Saved in:
6
Rational expectations, risk premia, and the market for spot and forward exchange
Meese, Richard A.
;
Singleton, Kenneth J.
-
1980
Persistent link: https://www.econbiz.de/10002464026
Saved in:
7
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2184-2227
Persistent link: https://www.econbiz.de/10003969127
Saved in:
8
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
- In:
American economic journal : a journal of the American …
3
(
2011
)
2
,
pp. 75-103
Persistent link: https://www.econbiz.de/10009234682
Saved in:
9
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
10
Interpreting recent changes in the credit spreads of Japanese banks
Pan, Jun
;
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003379280
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