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There are 8942 results for: content related to: Time Varying Term Premia and Traditional Hypotheses about the Term Structure

  1. An Anatomy of Commodity Futures Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 453–482, MARTA SZYMANOWSKA, FRANS DE ROON, THEO NIJMAN and ROB VAN DEN GOORBERGH

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12096

  2. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  3. Credential Changes and Education Earnings Premia in Australia

    Economic Record

    Volume 85, Issue 270, September 2009, Pages: 239–259, MICHAEL COELLI and ROGER WILKINS

    Article first published online : 4 MAY 2009, DOI: 10.1111/j.1475-4932.2009.00555.x

  4. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  5. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1329–1368, ANTHONY W. LYNCH and SINAN TAN

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01662.x

  6. INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES

    Journal of the European Economic Association

    Volume 10, Issue 3, June 2012, Pages: 634–657, Peter Hördahl and Oreste Tristani

    Article first published online : 14 MAR 2012, DOI: 10.1111/j.1542-4774.2012.01067.x

  7. THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY

    Journal of Economic Surveys

    Volume 2, Issue 4, December 1988, Pages: 335–366, Angelo Melino

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1467-6419.1988.tb00051.x

  8. The regional distribution of skill premia in urban China: Implications for growth and inequality

    International Labour Review

    Volume 153, Issue 3, September 2014, Pages: 395–419, John WHALLEY and Chunbing XING

    Article first published online : 19 OCT 2014, DOI: 10.1111/j.1564-913X.2014.00009.x

  9. Investment-Based Corporate Bond Pricing

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2741–2776, LARS-ALEXANDER KUEHN and LUKAS SCHMID

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12204

  10. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  11. Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2471–2511, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12110

  12. The expectations hypothesis, term premia, and the Canadian term structure of interest rates

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 33, Issue 1, February 2000, Pages: 133–148, Walid Hejazi, Huiwen Lai and Xian Yang

    Article first published online : 7 JAN 2003, DOI: 10.1111/0008-4085.00009

  13. Using the Duff & Phelps Risk Premium Report Data

    Cost of Capital: Applications and Examples

    Shannon P Pratt, Roger J Grabowski, Pages: 471–498, 2014

    Published Online : 21 MAR 2014, DOI: 10.1002/9781118846780.ch19

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    A Model of Mortgage Default

    The Journal of Finance

    Accepted manuscript online: 6 FEB 2015, JOHN Y. CAMPBELL and JOÃO F. COCCO

    DOI: 10.1111/jofi.12252

  15. Size Effect

    Cost of Capital: Applications and Examples

    Shannon P Pratt, Roger J Grabowski, Pages: 301–330, 2014

    Published Online : 21 MAR 2014, DOI: 10.1002/9781118846780.ch14

  16. Municipal Bond Insurance Premium, Credit Rating, and Underlying Credit Risk

    Public Budgeting & Finance

    Volume 32, Issue 1, Spring 2012, Pages: 128–156, GAO LIU

    Article first published online : 19 MAR 2012, DOI: 10.1111/j.1540-5850.2011.01005.x

  17. An Unobserved Components Model of the Yield Curve

    Journal of Money, Credit and Banking

    Volume 42, Issue 8, December 2010, Pages: 1613–1640, RICHARD STARTZ and KWOK PING TSANG

    Article first published online : 25 NOV 2010, DOI: 10.1111/j.1538-4616.2010.00356.x

  18. Term premia and the maturity composition of the Federal debt: new evidence from the term structure of interest rates

    Journal of Forecasting

    Volume 20, Issue 7, November 2001, Pages: 519–539, Basma Bekdache

    Article first published online : 9 NOV 2001, DOI: 10.1002/for.805

  19. Commitment of traders, basis behavior, and the issue of risk premia in futures markets

    Journal of Futures Markets

    Volume 17, Issue 6, September 1997, Pages: 707–731, Arjun Chatrath, Youguo Liang and Frank Song

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199709)17:6<707::AID-FUT5>3.0.CO;2-I

  20. Tender-offer premia as a management signal

    Managerial and Decision Economics

    Volume 7, Issue 1, March 1986, Pages: 69–76, John A. Polonchek, Myron B. Slovin and Marie E. Sushka

    Article first published online : 9 NOV 2006, DOI: 10.1002/mde.4090070113