Found 35 results for your keywords: subject="Risk premium"
Hal. Awal Sebelumnya 1 2

Tails, fears, and risk premia

1
(Bollerslev, Tim) (Todorov, Viktor)

Long-run stockholder consumption risk and asset returns

1
(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

1
(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

1
(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

1
(Bekaert, Geert) (Ang, Andrew) (Wei, Min)

Ambiguity, information quality, and asset pricing

1
(Epstein, Larry G.) (Schneider, Martin)

Heterogeneous beliefs, speculation, and the equity premium

1
(David, Alexander)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)

Why is long-horizon equity less risky? a duration-based explanation of the value premium

1
(Lettau, Martin) (Wachter, Jessica A.)

Does loan commitment increase the risk exposure of depositors?

1
(Utama, Siddharta)

Analisis pergerakan nilai tukar rupiah

1
(Djoni Hartono (Pembimbing/Promotor)) (Djoni Hartono)

Estimasi risk premium faktor kurs, harga minyak, dan jumlah uang beredar menggunakan arbitrage pr…

1
(Irwan Adi Ekaputra (Pembimbing/Promotor)) (Rosalina Megawati)

Does loan commitment increase the risk exposure of depositors?

1
(Utama, Siddharta)

Estimating the equity risk premium : the case of greater China

1
(Jie, Zhu)
Hal. Awal Sebelumnya 1 2