Found 133 results for your keywords: subject="Premium"
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Mediasi purchase engagement pada pengaruh customization, identification with virtual community, d…

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(Imam Salehudin (Pembimbing/Promotor)) (T. Ezni Balqiah (Penguji)) (Gita Gayatri (Penguji)) (Faisal Arief Kamil)

Analisis Willingness To Pay Terhadap Luxury Fashion Brand Antar Generasi X, Y, dan Z Indonesia

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(Tika Arundina Aswin (Pembimbing/Promotor)) (Azizon (Pembimbing/Promotor)) (Yusuf Wibisono (Penguji)) (Kenny Devita Indraswari (Penguji)) (Alifia Rahmah)

Asosiasi antara Ukuran Kota dan Pendapatan Perempuan di Indonesia

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(Omas Bulan Samosir (Pembimbing/Promotor)) (Prani Sastiono (Penguji)) (Dwini Handayani (Penguji)) (Zhalza Septya Dewi)

Beta and returns revisited evidence from the German stock market

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(Elsas, Ralf) (El-Shaer, Mahmoud) (Theissen, Erik)

Ambiguity Aversion and Asset Prices in Production Economies

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(Jahan-parvar, Mohammad R.) (Hening Liu)

Aggregate Idiosyncratic Volatility

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(Bekaert, Geert) (Robert, J. Hodrick) (Xiaoyan Zhang)

International Stock Return Predictability: What Is Role of the United States?

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(Rapach, David E.) (Strauss, Jack K.) (Zhou Guofu)

Uncertainty, Time-Varying Fear, and Asset Prices

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(Drechsler, Itamar)

Ambiguous information, portfolio inertia, and excess volatility

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(Illeditsch, Philipp Karl)

Tails, fears, and risk premia

1
(Bollerslev, Tim) (Todorov, Viktor)

Long-run stockholder consumption risk and asset returns

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(Moskowitz, Tobias J.) (Malloy, Christopher J.) (Vissing-Jorgensen, Annette)

A Habit-based explanation of the exchange rate risk premium

1
(Verdelhan, Adrien)

Using survey data to correct the bias in policy expectations extracted from Fed funds futures

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(Ichiue, Hibiki) (Yuyama, Tomonori)

Model misspecification, the equilibrium natural interest rate, and the equity premium

1
(Tristani, Oreste)

First-order risk aversion, heterogeneity, and asset market outcomes

1
(Chapman, David A.) (Polkovnichenko, Valery)

Cash flow, consumption risk, and the cross-section of stock returns

1
(Da, Zhi)

The Price of correlation risk: evidence from equity options

1
(Driessen, Joost) (Maenhout, Pascal J.) (Vilkov, Grigory)

Canonical term-structure models with observable factors and the dynamics of bond risk premia

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(Pericoli, Marcello) (Taboga, Marco)

Default and recovery implicit in the term structure of sovereign CDS preads

1
(Pan, Jun) (Singleton, Kenneth J.)

The Term structure of real rates and expected inflation

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(Bekaert, Geert) (Ang, Andrew) (Wei, Min)
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