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Publications by Riza Demirer

Time-Varying Risk Aversion and the Predictability of Bond Premia

Finance Research Letters
Finance
2019English

Presidential Cycles and Time-Varying Bond–stock Market Correlations: Evidence From More Than Two Centuries of Data

Economics Letters
EconomicsFinanceEconometrics
2018English

Related publications

Time Varying Risk Premia in Corporate Bond Markets

SSRN Electronic Journal
2008English

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

SSRN Electronic Journal
2003English

Robust Bond Risk Premia

2017English

Short-Run Bond Risk Premia

Quarterly Journal of Finance
ManagementEconomicsStrategyEconometricsFinance
2019English

Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2002English

A Factor Analysis of Bond Risk Premia

Handbook of Empirical Economics and Finance
2010English

Distress Risk Premia in Stock and Bond Returns

SSRN Electronic Journal
2011English

A Factor Analysis of Bond Risk Premia

2009English

Bond Risk Premia in Consumption-Based Models

SSRN Electronic Journal
2017English

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