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Nagel, Stefan [Author]; Xu, Zhengyang [Author]

Dynamics of subjective risk premia

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https://www.cesifo.org/DocDL/cesifo1_wp9693.pdf

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Munich, Germany: CESifo, Center for Economic Studies & Ifo Institute, April 2022

Published in: CESifo GmbH: CESifo working papers ; 9693
Maio, Paulo F. [Author]

Comparing Asset Pricing Models : The (Neglected) Impact of "Tradability"

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https://ssrn.com/abstract=2535572

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[S.l.]: SSRN, 2023
Vries, Martijn Alexander de [Author]

Theoretical asset pricing under behavioral decision making

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https://research.tilburguniversity.edu/files/62811681/CentER_proefschrift_Martijn_de_Vries_digitaal.pdf

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Tilburg: Tilburg University, [2022]

Published in: Center for Economic Research: Dissertation Series CentER ; 675
Loyson, Philippe [Author]; Luijendijk, Rianne [Author]; Wijnbergen, Sweder van [Author]

The pricing of climate transition risk in Europe's equity market

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https://papers.tinbergen.nl/23042.pdf

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Amsterdam, The Netherlands: Tinbergen Institute, [2023]

Published in: Tinbergen Institute: Discussion paper ; 2023,42
Loyson, Philippe [Author]; Luijendijk, Rianne [Author]; Wijnbergen, Sweder van [Author]

The pricing of climate transition risk in Europe's equity market

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https://www.dnb.nl/media/w2tajppa/working_paper_no-788.pdf

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Amsterdam, The Netherlands: De Nederlandsche Bank NV, [2023]

Published in: De Nederlandsche Bank: DNB working papers ; 788
Loyson, Philippe [Author]; Luijendijk, Rianne [Author]; van Wijnbergen, Sweder [Author]

The pricing of climate transition risk in Europe's equity market

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http://hdl.handle.net/10419/273853

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Amsterdam and Rotterdam: Tinbergen Institute, 2023
van Jaarsveldt, Cole [Author]; Peters, Gareth [Author]; Ames, Matthew [Author]; Chantler, Mike J. [Author]

Package CovRegpy : Regularised Covariance Regression and Forecasting in Python

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[S.l.]: SSRN, 2023
Jankauskas, Tomas [Author]

Essays in empirical finance

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https://research.tilburguniversity.edu/files/77224179/Thesis.pdf

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Tilburg: Tilburg University, [2023]

Published in: Center for Economic Research: Dissertation Series CentER ; 710
Guettler, Andre [Author]; Hable, Patrick [Author]; Launhardt, Patrick [Author]; Miebs, Felix [Author]

Aggregate Insider Trading in the S&P 500 and the Predictability of International Equity Premia

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https://ssrn.com/abstract=2808346

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[S.l.]: SSRN, [2022]
Fan, Zhenzhen [Author]; Londono, Juan M. [Author]; Xiao, Xiao [Author]

US equity tail risk and currency risk premia - [This version: July 2019]

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https://www.federalreserve.gov/econres/ifdp/files/ifdp1253.pdf

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[Washington, DC]: Board of Governors of the Federal Reserve System, 2019

Published in: International finance discussion papers ; 1253
Lettau, Martin [Author]

Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?

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http://hdl.handle.net/10419/60568

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New York, NY: Federal Reserve Bank of New York, 2001
Giovannetti, Bruno [Author]; Cavalcante Filho, Elias [Author]; Chague, Fernando Daniel [Author]; De-Losso, Rodrigo [Author]

Risk premia estimation in Brazil : wait until 2041

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http://www.repec.eae.fea.usp.br/documentos/Giovannetti_Cavalcante_Chague_Bueno_38WP.pdf

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São Paulo: FEA/USP, [2016]

Published in: Universidade de São Paulo: Working papers ; 201638
Dahlquist, Magnus [Author]; Hasseltoft, Henrik [Author]

International bond risk premia

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https://ssrn.com/abstract=1813723

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Geneva: Swiss Finance Inst., 2011

Published in: Swiss Finance Institute: Research paper series ; 2011,16
Berg, Tobias [Author]; Kaserer, Christoph [Author]

Linking credit risk premia to the equity premium

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http://hdl.handle.net/10419/48436

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München: Technische Universität München, Center for Entrepreneurial and Financial Studies (CEFS), 2008
Culp, Christopher L. [Author]; Gandhi, Mihir [Author]; Nozawa, Yoshio [Author]; Veronesi, Pietro [Author] ; National Bureau of Economic Research

Option-Implied Spreads and Option Risk Premia

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https://www.nber.org/papers/w28941

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Cambridge, Mass: National Bureau of Economic Research, 2021

Published in: NBER working paper series ; no. w28941
Fiess, Norbert [Author]

Capital Flows, Country Risk, and Contagion

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http://hdl.handle.net/10986/19179

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World Bank, Washington, DC, 2003

Published in: Policy Research Working Paper ; No. 2943
Estache, Antonio [Author]; Strong, John [Author]

The Rise, the Fall, and : The Emerging Recovery of Project Finance in Transport

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http://hdl.handle.net/10986/19817

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World Bank, Washington, DC, 2000

Published in: Policy Research Working Paper ; No. 2385
Sakowski, Paweł [Author]; Ślepaczuk, Robert [Author]; Wywiał, Mateusz [Author] ; Uniwersytet Warszawski Wydział Nauk Ekonomicznych

Do multi-factor models produce robust results? : econometric and diagnostic issues in equity risk premia study

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http://www.wne.uw.edu.pl/files/6114/6114/2467/WNE_WP199.pdf

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Warsaw: University of Warsaw, Faculty of Economic Sciences, 2016

Published in: Working papers ; 20160008
Farhi, Emmanuel [Author]; Gourio, François [Author]

Accounting for macro-finance trends: Market power, intangibles, and risk premia

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http://hdl.handle.net/10419/200589

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Chicago, IL: Federal Reserve Bank of Chicago, 2018
Caballero, Ricardo J. [Author]; Farhi, Emmanuel [Author]; Gourinchas, Pierre-Olivier [Author]

Rents, technical change, and risk premia : accounting for secular trends in interest rates, returns on capital, earning yields, and factor shares

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Cambridge, MA: Massachusetts Institute of Technology, Department of Economics, March 21, 2017

Published in: Massachusetts Institute of Technology: Massachusetts Institute of Technology Department of Economics working paper series ; 2017050

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