Results 281 to 290 of about 9,057 (304)

The Correlation Risk Premium: International Evidence

Journal of Banking and Finance, 2022
Gonçalo Faria, Robert Kosowski, Tianyu Wang   +2 more
exaly  

Interpreting the oil risk premium: Do oil price shocks matter?

Energy Economics, 2020
Matteo Manera, Alessandro Sbuelz
exaly  

Recovering the FOMC risk premium

Journal of Financial Economics, 2022
Xiaoxiao Tang, Guofu Zhou
exaly  

Variance Risk Premium and Investment Uncertainty

SSRN Electronic Journal, 2016
Jan Ericsson, Babak Lotfaliei
openaire   +1 more source

The predictability of skewness risk premium on stock returns: Evidence from Chinese market

International Review of Economics and Finance, 2023
Zhongxin Ni, Linyu Wang
exaly  

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Management Science, 2014
Christopher J Neely, David E Rapach, Jun Tu   +2 more
exaly  

Exploring the Variance Risk Premium Across Assets

SSRN Electronic Journal, 2023
Steven L. Heston, Karamfil Todorov
openaire   +1 more source

Forward-Looking Market Risk Premium

Management Science, 2014
Jin-Chuan Duan
exaly  

Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles

Insurance: Mathematics and Economics, 2013
Jingping Yang
exaly  

Variance Risk Premium, Higher Order Risk Premium, and Expected Stock Returns

SSRN Electronic Journal, 2018
Zhenzhen Fan, Xiao Xiao, Hao Zhou
openaire   +1 more source