Dividend predictability and higher moment risk premia

Journal of Asset Management ◽

10.1057/s41260-021-00244-y ◽

2021 ◽

Author(s):

Aşty Al-Jaaf

Keyword(s):

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Forecasting Risk Premia for Stocks and Bonds

ICFA Continuing Education Series ◽

10.2469/cp.v1990.n1.4 ◽

1990 ◽

Vol 1990 (1) ◽

pp. 22-28

Author(s):

Kenneth R. French

Keyword(s):

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Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia

10.2469/dig.v42.n2.4 ◽

2012 ◽

Vol 42 (2) ◽

pp. 31-33

Author(s):

Georgeann Portokalis

Keyword(s):

Risk Premia ◽

Inflation Expectations ◽

Inflation Risk ◽

Inflation Risk Premia

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Tails, Fears, and Risk Premia

10.2469/dig.v42.n2.31 ◽

2012 ◽

Vol 42 (2) ◽

pp. 68-69

Author(s):

Keith H. Black

Keyword(s):

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Cross-Sectional Estimation Biases in Risk Premia and Zero-Beta Excess Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1314594 ◽

2009 ◽

Author(s):

Jianhua Yuan ◽

Robert Savickas

Keyword(s):

Risk Premia ◽

Excess Returns ◽

Cross Sectional

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Bond Risk Premia and Realized Jump Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1319126 ◽

2008 ◽

Author(s):

Jonathan H. Wright ◽

Hao Zhou

Keyword(s):

Risk Premia ◽

Jump Risk ◽

Bond Risk Premia ◽

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Jump Risk Premia in Short-Term Spread Options: Evidence from the German Electricity Market

SSRN Electronic Journal ◽

10.2139/ssrn.1403817 ◽

2009 ◽

Author(s):

Jan Marckhoff ◽

Matthias Muck

Keyword(s):

Electricity Market ◽

Risk Premia ◽

Jump Risk ◽

Term Spread ◽

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Risk Premia and Wishart Term Structure Models

SSRN Electronic Journal ◽

10.2139/ssrn.1573184 ◽

2010 ◽

Author(s):

Carl Chiarella ◽

Chih-Ying Hsiao ◽

Thuy Duong To

Keyword(s):

Term Structure ◽

Risk Premia ◽

Term Structure Models

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Discount Factors, Disagreement, and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.1787198 ◽

2011 ◽

Author(s):

Andrea Buraschi ◽

Paul Whelan

Keyword(s):

Risk Premia ◽

Discount Factors ◽

Bond Risk Premia ◽

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Do Variance Risk Premia Predict Commodity Futures Returns? Evidence from the Crude Oil Market

SSRN Electronic Journal ◽

10.2139/ssrn.1844710 ◽

2011 ◽

Author(s):

Xuhui (Nick) Pan ◽

Sang Baum Kang

Keyword(s):

Crude Oil ◽

Risk Premia ◽

Commodity Futures ◽

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