Found 30 results for your keywords: subject="Risk premium"
1 2 Berikutnya Hal. Akhir

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium

1
(Christopher S. Jones) (Jefferson Duarte) (Junbo L. Wang)

Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options

1
(Neil D. Pearson) (Dmitriy Muravyev) (Joshua M. Pollet)

International Yield Curves and Currency Puzzles

1
(Mikhail Chernov) (Drew Creal)

Beta and returns revisited evidence from the German stock market

1
(Elsas, Ralf) (El-Shaer, Mahmoud) (Theissen, Erik)

Ambiguous information, portfolio inertia, and excess volatility

1
(Illeditsch, Philipp Karl)

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.)
1 2 Berikutnya Hal. Akhir