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subject:"CAPM"
type_genre:"Article in journal"
~accessRights:"restricted"
~language:"eng"
~subject:"Monetary policy"
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CAPM
Monetary policy
Theory
55,689
Theorie
55,617
Mathematical programming
5,686
Mathematische Optimierung
5,684
Estimation
3,483
Schätzung
3,476
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3,326
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3,326
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3,017
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2,954
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2,636
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2,292
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2,292
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1,952
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1,788
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1,785
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1,784
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1,738
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1,719
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1,711
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1,679
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1,585
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1,508
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1,508
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1,437
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1,435
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1,420
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Serletis, Apostolos
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Jarrow, Robert A.
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Nakata, Taisuke
10
Belke, Ansgar
9
Ida, Daisuke
9
Minford, Patrick
9
Di Bartolomeo, Giovanni
8
Gupta, Rangan
8
Schmidt, Sebastian
8
Fujiwara, Ippei
7
Madan, Dilip B.
7
Piergallini, Alessandro
7
Prokopczuk, Marcel
7
Renault, Eric
7
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7
Woodford, Michael
7
Xu, Libo
7
Antoine, Bertille
6
Benigno, Pierpaolo
6
Bianchi, Francesco
6
Bilbiie, Florin Ovidiu
6
Eggertsson, Gauti B.
6
Fabozzi, Frank J.
6
Hollstein, Fabian
6
Kim, So-yŏng
6
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6
Meenagh, David
6
Miao, Jianjun
6
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6
Robotti, Cesare
6
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5
Afonso, Oscar
5
Annicchiarico, Barbara
5
Apergēs, Nikolaos
5
Barnett, William A.
5
Branger, Nicole
5
Cacciatore, Matteo
5
Carvalho, Carlos Viana de
5
Cole, Stephen J.
5
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Symposium on “Contemporary Central Banking and Monetary Policy Issues"
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Journal of economic dynamics & control
142
Journal of monetary economics
111
Journal of macroeconomics
101
Economics letters
96
Economic modelling
94
Macroeconomic dynamics
92
Finance research letters
77
Journal of international money and finance
77
Journal of financial economics
74
European economic review : EER
71
International review of economics & finance : IREF
59
Journal of banking & finance
59
The North American journal of economics and finance : a journal of financial economics studies
56
The B.E. journal of macroeconomics
55
Applied economics
50
Review of economic dynamics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Journal of empirical finance
42
Journal of international economics
40
International review of financial analysis
36
Applied economics letters
33
Journal of economic theory
33
Open economies review
33
Journal of economic behavior & organization : JEBO
32
Journal of financial stability
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of money, credit and banking : JMCB
28
Journal of econometrics
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Annals of finance
21
Quantitative finance
21
Journal of policy modeling : JPMOD ; a social science forum of world issues
20
The review of financial studies
20
Journal of international financial markets, institutions & money
18
The European journal of finance
18
Economic theory : official journal of the Society for the Advancement of Economic Theory
17
European journal of operational research : EJOR
17
International journal of theoretical and applied finance
17
Research in international business and finance
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ECONIS (ZBW)
3,211
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1
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1
Pushing and pulling on a string? : inflationary effects of expansionary and contractionary monetary policies when rates are negative
Laine, Olli-Matti
;
Pihlajamaa, Matias
- In:
Economic modelling
131
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014451193
Saved in:
2
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
3
Duration of fixed exchange rate regimes : the role of central bank independence
Bandaogo, Mahama Samir
;
Lartey, Emmanuel
- In:
Applied economics
56
(
2024
)
17
,
pp. 2025-2038
Persistent link: https://www.econbiz.de/10014475243
Saved in:
4
Do monetary policy outcomes promote stability in fragile settings?
Diallo, Oumar
;
Gui-Diby, Steve Loris
;
Imam, Patrick
- In:
Applied economics
56
(
2024
)
4
,
pp. 483-499
Persistent link: https://www.econbiz.de/10014440085
Saved in:
5
A new take on the relationship between interest rates and credit spreads
Dupoyet, Brice
;
Jiang, Xiaoquan
;
Zhang, Qianying
- In:
Applied economics
56
(
2024
)
5
,
pp. 520-536
Persistent link: https://www.econbiz.de/10014440088
Saved in:
6
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
7
State-dependent volatility feedback effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
8
Money, exchange rate and export quality
Ganguly, Shrimoyee
;
Acharyya, Rajat
- In:
Journal of international trade & economic development : …
33
(
2024
)
1
,
pp. 118-144
Persistent link: https://www.econbiz.de/10014455292
Saved in:
9
Price impact under heterogeneous beliefs and restricted participation
Anthropelos, Michail
;
Kardaras, Constantinos
- In:
Journal of economic theory : JET
215
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014460306
Saved in:
10
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
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