Skip to contents Distaso, Walter [Author]; Mele, Antonio [Author]; Vilkov, Grigory [Author] Cross-section without factors : correlation risk, strings and asset prices - [This version: January 13, 2021] Books View online Schließen > Access Full access (via DOI) https://ideas.repec.org/p/chf/rpseri/rp20119.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2021 Published in: Swiss Finance Institute: Research paper series ; 2020,119 Bondarenko, Oleg [Author] ; Bernard, Carole [Other] Option-Implied Dependence and Correlation Risk Premium Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3618705 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Hu, Guanglian [Author] ; Jacobs, Kris [Other]; Seo, Sang Byung [Other] Characterizing the Variance Risk Premium : The Role of the Leverage Effect Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3227211 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: Finance Down Under 2019 Building on the Best from the Cellars of Finance Mastroeni, Loretta [Author]; Mazzoccoli, Alessandro [Author]; Naldi, Maurizio [Author] Cyber insurance premium setting for multi-site companies under risk correlation Articles View online Schließen > Access https://www.mdpi.com/2227-9091/11/10/167/pdf?version=1695637111 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risks ; 11(2023), 10 vom: Okt., Artikel-ID 167, Seite 1-18 Bollerslev, Tim [Author]; Li, Sophia Zhengzi [Author]; Tang, Yushan [Author] Forecasting and Managing Correlation Risks Books View online Schließen > Access https://ssrn.com/abstract=4281900 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Tomasevic, Jelena [Author]; Buric, Milijana Novovic [Author]; Kascelan, Ljiljana [Author]; Kascelan, Vladimir [Author] Impact of premium reserve on life insurance investments in the Western Balkans Articles View online Schließen > Access https://aseestant.ceon.rs/index.php/sjm/article/download/28022/19012/ Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Serbian journal of management ; 16(2021), 2, Seite 355-376 Hattori, Masazumi [Author]; Shim, Ilhyock [Author]; Sugihara, Yoshihiko [Author] Cross-stock market spillovers through variance risk premiums and equity flows Books View online Schließen > Access http://hermes-ir.lib.hit-u.ac.jp/rs/bitstream/10086/29039/1/DP667.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Tokyo]: Institute of Economic Research, Hitotsubashi University, [February 2018] Published in: Hitotsubashi Daigaku: CIS discussion paper series ; 667 Li, Erica X. N. [Author]; Zha, Tao [Author]; Zhang, Ji [Author]; Zhou, Hao [Author] Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime Books View online Schließen > Links http://hdl.handle.net/10419/244300 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2020 Schoenleber, Lorenzo [Author] Correlations, Value Factor Returns, and Growth Options Books View online Schließen > Access https://ssrn.com/abstract=3480606 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Balduzzi, Pierluigi [Author]; Robotti, Cesare [Author] Asset-pricing models and economic risk premia: A decomposition Books View online Schließen > Links http://hdl.handle.net/10419/101009 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2005 Vilkovz, Grigory [Author]; Xiaox, Yan [Author] Option-implied information and predictability of extreme returns Books View online Schließen > Links http://hdl.handle.net/10419/88713 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe, 2013 Avsarligil, Nuri [Author]; Turgut, Emre [Author] A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Istanbul: Istanbul University Press, 2021 Zhu, Haibin [Author]; Tarashev, Nikola A. [Author] The pricing of correlated default risk: evidence from the credit derivatives market Books View online Schließen > Links http://hdl.handle.net/10419/19786 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2008 Kurz, Mordecai [Author] Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium Books View online Schließen > Links http://hdl.handle.net/10419/154833 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Milano: Fondazione Eni Enrico Mattei (FEEM), 1997 Hattori, Masazumi [Author]; Shim, Ilhyock [Author]; Sugihara, Yoshihiko [Author] Volatility contagion across the equity markets of developed and emerging market economies Books View online Schließen > Links http://hdl.handle.net/10419/161466 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tokyo: Asian Development Bank Institute (ADBI), 2016 Kurz, Mordecai [Author] Endogenous uncertainty: A unified view of market volatility Books View online Schließen > Links http://hdl.handle.net/10419/154834 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Milano: Fondazione Eni Enrico Mattei (FEEM), 1997 Beyene, Abebe [Author]; Bluffstone, Randall [Author]; Dissanayake, Sahan [Author]; Gebreegziabher, Zenebe [Author]; Martinsson, Peter [Author]; Mekonnen, Alemu [Author]; Vieider, Ferdinand M. [Author] Measuring Risk Preferences in Rural Ethiopia : Risk Tolerance and Exogenous Income Proxies Books View online Schließen > Access http://hdl.handle.net/10986/21135 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank Group, Washington, DC, 2014 Published in: Policy Research Working Paper ; No. 7137 Singleton, Kenneth J. [Author] Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment Books View online Schließen > Access https://www.degruyter.com/isbn/9781400829231 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, NJ: Princeton University Press, 2009 Beck, Thorsten [Author]; Levine, Ross [Author] Stock Markets, Banks, and Growth : Correlation or Causality? Books View online Schließen > Access http://hdl.handle.net/10986/19535 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2001 Published in: Policy Research Working Paper ; No. 2670 Claessens, Stijn [Author]; Klingebiel, Daniela [Author]; Schmukler, Sergio L. [Author] Government Bonds in Domestic and Foreign Currency : The Role of Macroeconomic and Institutional Factors Books View online Schließen > Access http://hdl.handle.net/10986/18316 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2003 Published in: Policy Research Working Paper ; No. 2986
Distaso, Walter [Author]; Mele, Antonio [Author]; Vilkov, Grigory [Author] Cross-section without factors : correlation risk, strings and asset prices - [This version: January 13, 2021] Books View online Schließen > Access Full access (via DOI) https://ideas.repec.org/p/chf/rpseri/rp20119.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2021 Published in: Swiss Finance Institute: Research paper series ; 2020,119
Bondarenko, Oleg [Author] ; Bernard, Carole [Other] Option-Implied Dependence and Correlation Risk Premium Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3618705 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Hu, Guanglian [Author] ; Jacobs, Kris [Other]; Seo, Sang Byung [Other] Characterizing the Variance Risk Premium : The Role of the Leverage Effect Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3227211 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: Finance Down Under 2019 Building on the Best from the Cellars of Finance
Mastroeni, Loretta [Author]; Mazzoccoli, Alessandro [Author]; Naldi, Maurizio [Author] Cyber insurance premium setting for multi-site companies under risk correlation Articles View online Schließen > Access https://www.mdpi.com/2227-9091/11/10/167/pdf?version=1695637111 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risks ; 11(2023), 10 vom: Okt., Artikel-ID 167, Seite 1-18
> Access https://www.mdpi.com/2227-9091/11/10/167/pdf?version=1695637111 Full access (via DOI) Show more show less
Bollerslev, Tim [Author]; Li, Sophia Zhengzi [Author]; Tang, Yushan [Author] Forecasting and Managing Correlation Risks Books View online Schließen > Access https://ssrn.com/abstract=4281900 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Tomasevic, Jelena [Author]; Buric, Milijana Novovic [Author]; Kascelan, Ljiljana [Author]; Kascelan, Vladimir [Author] Impact of premium reserve on life insurance investments in the Western Balkans Articles View online Schließen > Access https://aseestant.ceon.rs/index.php/sjm/article/download/28022/19012/ Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Serbian journal of management ; 16(2021), 2, Seite 355-376
> Access https://aseestant.ceon.rs/index.php/sjm/article/download/28022/19012/ Full access (via DOI) Show more show less
Hattori, Masazumi [Author]; Shim, Ilhyock [Author]; Sugihara, Yoshihiko [Author] Cross-stock market spillovers through variance risk premiums and equity flows Books View online Schließen > Access http://hermes-ir.lib.hit-u.ac.jp/rs/bitstream/10086/29039/1/DP667.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Tokyo]: Institute of Economic Research, Hitotsubashi University, [February 2018] Published in: Hitotsubashi Daigaku: CIS discussion paper series ; 667
Li, Erica X. N. [Author]; Zha, Tao [Author]; Zhang, Ji [Author]; Zhou, Hao [Author] Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime Books View online Schließen > Links http://hdl.handle.net/10419/244300 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2020
Schoenleber, Lorenzo [Author] Correlations, Value Factor Returns, and Growth Options Books View online Schließen > Access https://ssrn.com/abstract=3480606 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Balduzzi, Pierluigi [Author]; Robotti, Cesare [Author] Asset-pricing models and economic risk premia: A decomposition Books View online Schließen > Links http://hdl.handle.net/10419/101009 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2005
Vilkovz, Grigory [Author]; Xiaox, Yan [Author] Option-implied information and predictability of extreme returns Books View online Schließen > Links http://hdl.handle.net/10419/88713 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe, 2013
Avsarligil, Nuri [Author]; Turgut, Emre [Author] A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Istanbul: Istanbul University Press, 2021
Zhu, Haibin [Author]; Tarashev, Nikola A. [Author] The pricing of correlated default risk: evidence from the credit derivatives market Books View online Schließen > Links http://hdl.handle.net/10419/19786 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2008
Kurz, Mordecai [Author] Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium Books View online Schließen > Links http://hdl.handle.net/10419/154833 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Milano: Fondazione Eni Enrico Mattei (FEEM), 1997
Hattori, Masazumi [Author]; Shim, Ilhyock [Author]; Sugihara, Yoshihiko [Author] Volatility contagion across the equity markets of developed and emerging market economies Books View online Schließen > Links http://hdl.handle.net/10419/161466 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tokyo: Asian Development Bank Institute (ADBI), 2016
Kurz, Mordecai [Author] Endogenous uncertainty: A unified view of market volatility Books View online Schließen > Links http://hdl.handle.net/10419/154834 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Milano: Fondazione Eni Enrico Mattei (FEEM), 1997
Beyene, Abebe [Author]; Bluffstone, Randall [Author]; Dissanayake, Sahan [Author]; Gebreegziabher, Zenebe [Author]; Martinsson, Peter [Author]; Mekonnen, Alemu [Author]; Vieider, Ferdinand M. [Author] Measuring Risk Preferences in Rural Ethiopia : Risk Tolerance and Exogenous Income Proxies Books View online Schließen > Access http://hdl.handle.net/10986/21135 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank Group, Washington, DC, 2014 Published in: Policy Research Working Paper ; No. 7137
Singleton, Kenneth J. [Author] Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment Books View online Schließen > Access https://www.degruyter.com/isbn/9781400829231 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, NJ: Princeton University Press, 2009
Beck, Thorsten [Author]; Levine, Ross [Author] Stock Markets, Banks, and Growth : Correlation or Causality? Books View online Schließen > Access http://hdl.handle.net/10986/19535 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2001 Published in: Policy Research Working Paper ; No. 2670
Claessens, Stijn [Author]; Klingebiel, Daniela [Author]; Schmukler, Sergio L. [Author] Government Bonds in Domestic and Foreign Currency : The Role of Macroeconomic and Institutional Factors Books View online Schließen > Access http://hdl.handle.net/10986/18316 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2003 Published in: Policy Research Working Paper ; No. 2986
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