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A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
SSRN Electronic Journal
◽
10.2139/ssrn.3734689
◽
2020
◽
Author(s):
Fousseni Chabi-Yo
◽
Johnathan Loudis
Keyword(s):
Risk Premia
◽
Representative Agent
◽
Conditional Risk
Download Full-text
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On Sources of Risk Premia in Representative Agent Models
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10.2139/ssrn.3452743
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2019
◽
Cited By ~ 5
Author(s):
Tyler Beason
◽
David Schreindorfer
Keyword(s):
Risk Premia
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Representative Agent
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Conditional Risk Premia in Currency Markets and Other Asset Classes
SSRN Electronic Journal
◽
10.2139/ssrn.2228967
◽
2013
◽
Author(s):
Martin Lettau
◽
Matteo Maggiori
◽
Michael Weber
Keyword(s):
Risk Premia
◽
Currency Markets
◽
Conditional Risk
◽
Asset Classes
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Conditional Risk Premia in Currency Markets and Other Asset Classes
10.3386/w18844
◽
2013
◽
Cited By ~ 13
Author(s):
Martin Lettau
◽
Matteo Maggiori
◽
Michael Weber
Keyword(s):
Risk Premia
◽
Currency Markets
◽
Conditional Risk
◽
Asset Classes
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Conditional risk premia in currency markets and other asset classes
Journal of Financial Economics
◽
10.1016/j.jfineco.2014.07.001
◽
2014
◽
Vol 114
(2)
◽
pp. 197-225
◽
Cited By ~ 164
Author(s):
Martin Lettau
◽
Matteo Maggiori
◽
Michael Weber
Keyword(s):
Risk Premia
◽
Currency Markets
◽
Conditional Risk
◽
Asset Classes
Download Full-text
Conditional Risk Premia in International Government Bond Markets
Multinational Finance Journal
◽
10.17578/12-3/4-2
◽
2008
◽
Vol 12
(3/4)
◽
pp. 185-204
Author(s):
Joëlle Miffre
◽
Keyword(s):
Risk Premia
◽
Bond Markets
◽
Government Bond
◽
Conditional Risk
◽
Government Bond Markets
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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):
Risk Premia
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Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia
CFA Digest
◽
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
CFA Digest
◽
10.2469/dig.v42.n2.31
◽
2012
◽
Vol 42
(2)
◽
pp. 68-69
Author(s):
Keith H. Black
Keyword(s):
Risk Premia
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The Conditional Risk-Return Relations in Two Asian Emerging Stock Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1009458
◽
2007
◽
Author(s):
Simon M. S. So
◽
Gordon Y. N. Tang
Keyword(s):
Stock Markets
◽
Risk Return
◽
Conditional Risk
◽
Emerging Stock Markets
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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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