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~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: "Nieuwerburgh, Stijn van"
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Nieuwerburgh, Stijn van
11
Lustig, Hanno
9
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ECONIS (ZBW)
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1
Fiscal capacity : an asset pricing perspective
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Annual review of financial economics
15
(
2023
),
pp. 197-219
Persistent link: https://www.econbiz.de/10014426279
Saved in:
2
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
3
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
4
The returns on human capital : good news on Wall Street is bad news on main street
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2005
Persistent link: https://www.econbiz.de/10003127137
Saved in:
5
Housing collateral and consumption insurance across US regions
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2004
Persistent link: https://www.econbiz.de/10002083845
Saved in:
6
A theory of housing collateral, consumption insurance and risk premia
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2004
Persistent link: https://www.econbiz.de/10002496538
Saved in:
7
Housing collateral, consumption insurance and risk premia : an empirical perspective
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2003
Persistent link: https://www.econbiz.de/10001793685
Saved in:
8
Information immobility and the home bias puzzle
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1187-1215
Persistent link: https://www.econbiz.de/10003871917
Saved in:
9
Housing collateral, consumption insurance, and risk premia : an empirical perspective
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
The journal of finance : the journal of the American …
60
(
2005
)
3
,
pp. 1167-1219
Persistent link: https://www.econbiz.de/10002888793
Saved in:
10
Equity returns and the role of housing as a collateral asset
Nieuwerburgh, Stijn van
-
2003
Persistent link: https://www.econbiz.de/10003624631
Saved in:
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