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subject:"Kapitaleinkommen"
type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~subject:"Schock"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Schock
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Estimation theory
18
Schätztheorie
18
Volatility
18
Volatilität
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Share price
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Risikoprämie
13
Risk premium
13
USA
12
United States
12
Cointegration
11
Kointegration
11
ARCH model
8
ARCH-Modell
8
Yield curve
8
Zinsstruktur
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CAPM
7
Factor analysis
7
Faktorenanalyse
7
Stochastic process
7
Stochastischer Prozess
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Correlation
6
Korrelation
6
VAR model
6
VAR-Modell
6
Anleihe
5
Bond
5
Business cycle
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Konjunktur
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Nichtparametrisches Verfahren
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Arbeitspapier
Übersichtsarbeit
Graue Literatur
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Non-commercial literature
23
Working Paper
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English
23
Author
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Bollerslev, Tim
4
Todorov, Viktor
4
Andreasen, Martin Møller
3
Christensen, Bent Jesper
2
Engsted, Tom
2
Violante, Francesco
2
Amaya, Diego
1
Andersen, Torben
1
Christoffersen, Peter F.
1
Ergemen, Yunus Emre
1
Eriksen, Jonas Nygaard
1
Fusari, Nicola
1
Grassi, Stefano
1
Jacobs, Kris
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
Meldrum, Andrew
1
Nielsen, Ole Linnemann
1
Ntantamis, Christos
1
Nyberg, Henri
1
Osterrieder, Daniela
1
Pedersen, Thomas Q.
1
Pesersen, Thomas Q.
1
Posedel Šimović, Petra
1
Posselt, Anders Merrild
1
Rombouts, Jeroen V. K.
1
Schotman, Peter C.
1
Silvennoinen, Annastiina
1
Stentoft, Lars
1
Teräsvirta, Timo
1
Tevdovski, Dragan
1
Vasquez, Aurelio
1
Veliyev, Bezirgen
1
Xu, Lai
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
176
Discussion paper / Centre for Economic Policy Research
104
CESifo working papers
101
Working paper
99
Discussion papers / CEPR
97
Discussion paper
59
Discussion paper series / IZA
58
Working paper series / European Central Bank
46
Finance and economics discussion series
45
Research paper series / Swiss Finance Institute
43
Kiel working paper
30
CFS working paper series
29
Discussion paper / Tinbergen Institute
29
IMF working papers
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
Working papers
26
International finance discussion papers
25
Swiss Finance Institute Research Paper
24
Working paper / Centre for Financial Research
23
Working paper series
23
SFB 649 discussion paper
21
Department of Economics working paper series
19
Discussion papers in economics
17
Temi di discussione / Banca d'Italia
17
ZEW discussion papers
17
Staff reports / Federal Reserve Bank of New York
16
Staff working papers / Bank of England
16
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
15
Sveriges Riksbank working paper series
15
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
14
Discussion paper / Deutsche Bundesbank
14
SNB working papers
14
IES working paper
13
Kieler Arbeitspapiere
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working papers on finance
12
CFM discussion paper series
11
WWZ working paper
11
Working papers / Bank for International Settlements
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ECONIS (ZBW)
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
7
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
8
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
9
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
10
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
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