RISK PREMIA AND THE SOURCES OF INFLATION

被引:3
|
作者
LANDSKRONER, Y
LIVIATAN, N
机构
关键词
D O I
10.2307/1991851
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:205 / 214
页数:10
相关论文
共 50 条
  • [41] Have risk premia vanished?
    Smith, Simon C.
    Timmermann, Allan
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2022, 145 (02) : 553 - 576
  • [42] Bitcoin futures risk premia
    Shi, Shimeng
    [J]. JOURNAL OF FUTURES MARKETS, 2022, 42 (12) : 2190 - 2217
  • [43] Countercyclical currency risk premia
    Lustig, Hanno
    Roussanov, Nikolai
    Verdelhan, Adrien
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2014, 111 (03) : 527 - 553
  • [44] RISK PREMIA ON MUNICIPAL BONDS
    YAWITZ, JB
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (03) : 475 - 485
  • [45] Liquidity Risk and Currency Premia
    Soderlind, Paul
    Somogyi, Fabricius
    [J]. MANAGEMENT SCIENCE, 2024,
  • [46] Tails, Fears, and Risk Premia
    Bollerslev, Tim
    Todorov, Viktor
    [J]. JOURNAL OF FINANCE, 2011, 66 (06): : 2165 - 2211
  • [47] Premia for correlated default risk
    Azizpour, Shahriar
    Giesecke, Kay
    Kim, Baeho
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2011, 35 (08): : 1340 - 1357
  • [48] The risk premia of energy futures
    Fernandez-Perez, Adrian
    Fuertes, Ana-Maria
    Miffre, Joelle
    [J]. ENERGY ECONOMICS, 2021, 102
  • [49] FINANCIAL CRISES AND RISK PREMIA
    Muir, Tyler
    [J]. QUARTERLY JOURNAL OF ECONOMICS, 2017, 132 (02): : 765 - 809
  • [50] Risk premia and the world economy
    不详
    [J]. NATIONAL INSTITUTE ECONOMIC REVIEW, 2007, 201 (01) : 8 - 14