Tails, Fears, and Risk Premia

CFA Digest ◽  
2012 ◽  
Vol 42 (2) ◽  
pp. 68-69
Author(s):  
Keith H. Black
Keyword(s):  
Risk Premia

Forecasting Risk Premia for Stocks and Bonds

1990 ◽  
Vol 1990 (1) ◽  
pp. 22-28
Author(s):  
Kenneth R. French
Keyword(s):  
Risk Premia

Bond Risk Premia and Realized Jump Risk

2008 ◽  
Author(s):  
Jonathan H. Wright ◽  
Hao Zhou
Keyword(s):  
Risk Premia ◽  
Jump Risk ◽  
Bond Risk Premia ◽  
Bond Risk

Risk Premia and Wishart Term Structure Models

2010 ◽  
Author(s):  
Carl Chiarella ◽  
Chih-Ying Hsiao ◽  
Thuy Duong To
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Term Structure Models

Sovereign Risk Premia

2011 ◽  
Author(s):  
Adrien Verdelhan ◽  
Nicola Borri
Keyword(s):  
Risk Premia ◽  
Sovereign Risk
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