A NOTE ON THE MAGNITUDE OF RISK PREMIA

被引:2
|
作者
PAGAN, A
机构
关键词
D O I
10.1016/0261-5606(88)90009-5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:109 / 110
页数:2
相关论文
共 50 条
  • [11] Eurocurrency Risk Premia
    Galpin, Wendy
    Resnick, Bruce G.
    Shoesmith, Gary L.
    [J]. INTERNATIONAL JOURNAL OF BUSINESS, 2009, 14 (03): : 199 - 220
  • [12] Inequality risk premia
    Johnson, Timothy C.
    [J]. JOURNAL OF MONETARY ECONOMICS, 2012, 59 (06) : 565 - 580
  • [13] Government debt and risk premia *
    Liu, Yang
    [J]. JOURNAL OF MONETARY ECONOMICS, 2023, 136 : 18 - 34
  • [14] International Bond Risk Premia
    Dahlquist, Magnus
    Hasseltoft, Henrik
    [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 2013, 90 (01) : 17 - 32
  • [15] Risk premia in general equilibrium
    Posch, Olaf
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2011, 35 (09): : 1557 - 1576
  • [16] Risk premia and variance bounds
    Balduzzi, P
    Kallal, H
    [J]. JOURNAL OF FINANCE, 1997, 52 (05): : 1913 - 1949
  • [17] Robust Bond Risk Premia
    Bauer, Michael D.
    Hamilton, James D.
    [J]. REVIEW OF FINANCIAL STUDIES, 2018, 31 (02): : 399 - 448
  • [18] Corporate Credit Risk Premia
    Berndt, Antje
    Douglas, Rohan
    Duffie, Darrell
    Ferguson, Mark
    [J]. REVIEW OF FINANCE, 2018, 22 (02) : 419 - 454
  • [19] Countercyclical currency risk premia
    Lustig, Hanno
    Roussanov, Nikolai
    Verdelhan, Adrien
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2014, 111 (03) : 527 - 553
  • [20] Have risk premia vanished?
    Smith, Simon C.
    Timmermann, Allan
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2022, 145 (02) : 553 - 576