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Results of search for Risk Premia
Records found: 25
| DP14873 |
Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds Author(s): Sergiy Gorovyy, Patrick Kelly and Olga Kuzmina Published: June 2020 |
| DP14708 |
Common shocks in stocks and bonds Author(s): Anna Cieslak and Hao Pang Published: May 2020 |
| DP14201 |
The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* Author(s): Josh Davis, Cristian Fuenzalida and Alan M. Taylor Published: December 2019 |
| DP13490 |
Does Central Bank Tone Move Asset Prices? Author(s): Maik Schmeling and Christian Wagner Published: January 2019 |
| DP13450 |
The Origins and Effects of Macroeconomic Uncertainty Author(s): Francesco Bianchi, Howard Kung and Mikhail Tirskikh Published: January 2019 |
| DP13205 |
Risk-Adjusted Capital Allocation and Misallocation Author(s): Joel David, Lukas Schmid and David Zeke Published: September 2018 |
| DP12970 |
Central Bank Communication and the Yield Curve Author(s): Matteo Leombroni, Andrea Vedolin, Gyuri Venter and Paul Whelan Published: June 2018 |
| DP12441 |
Inflexibility and Stock Returns Author(s): Lifeng Gu, Dirk Hackbarth and Tim Johnson Published: November 2017 |
| DP11833 |
Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields, and Factor Shares Author(s): Ricardo Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas Published: February 2017 |
| DP11608 |
What is the Expected Return on a Stock? Author(s): Ian Martin and Christian Wagner Published: November 2016 |
| DP10588 |
Sovereign Debt and Structural Reforms Author(s): Andreas Müller, Kjetil Storesletten and Fabrizio Zilibotti Published: May 2015 |
| DP10214 |
Switching Risk Off: FX Correlations and Risk Premia Author(s): Alessandro Beber, Michael Brandt and Jason Cen Published: October 2014 |
| DP10060 |
Forward and Spot Exchange Rates in a Multi-currency World Author(s): Tarek Alexander Hassan and Rui C. Mano Published: July 2014 |
| DP7547 |
A Preferred-Habitat Model of the Term Structure of Interest Rates Author(s): Dimitri Vayanos and Jean-Luc Vila Published: November 2009 |
| DP6455 |
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility Author(s): Bernard J Dumas, Alexander Kurshev and Raman Uppal Published: September 2007 |
| DP6353 |
Sophistication in Risk Management, Bank Equity, and Stability Author(s): Hans Gersbach and Jan Wenzelburger Published: June 2007 |
| DP6239 |
Understanding Index Option Returns Author(s): Mark Broadie, Mikhail Chernov and Michael Johannes Published: May 2007 |
| DP4935 |
Do Risk Premia Protect from Banking Crises? Author(s): Hans Gersbach and Jan Wenzelburger Published: February 2005 |
| DP3103 |
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment Author(s): Martin Lettau and Sydney C. Ludvigson Published: December 2001 |
| DP1884 |
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model Author(s): Martin Lettau Published: May 1998 |
| DP1795 |
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Author(s): Martin Lettau Published: January 1998 |
| DP1678 |
Preferences, Consumption Smoothing, and Risk Premia Author(s): Martin Lettau and Harald Uhlig Published: July 1997 |
| DP1307 |
Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary Author(s): Zsolt Darvas Published: January 1996 |
| DP494 |
The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk Author(s): Lars E.O. Svensson Published: January 1991 |
| DP407 |
Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests: Small Transaction Costs, Big Hysteresis Bands Author(s): Richard Baldwin Published: April 1990 |
Records Found 25