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source:"econis"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"CAPM"
~subject:"Credit risk"
~subject:"Forecasting model"
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CAPM
Credit risk
Forecasting model
Risikoprämie
89
Risk premium
89
Estimation
33
Schätzung
33
Capital income
28
Kapitaleinkommen
28
Theorie
21
Theory
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19
Welt
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Hammoudeh, Shawkat
2
Nguyen, Duc Khuong
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Sakemoto, Ryuta
2
Afonso, António
1
Alves, José
1
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Duc Nguyen Nguyen
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Journal of international financial markets, institutions & money
Journal of financial economics
132
Journal of banking & finance
116
NBER working paper series
99
Finance research letters
94
Working paper / National Bureau of Economic Research, Inc.
76
NBER Working Paper
72
Journal of empirical finance
65
International review of economics & finance : IREF
57
International review of financial analysis
53
The review of financial studies
51
Journal of international money and finance
46
Journal of economic dynamics & control
45
The North American journal of economics and finance : a journal of financial economics studies
43
Discussion papers / CEPR
38
Research paper series / Swiss Finance Institute
38
Working paper
37
The journal of finance : the journal of the American Finance Association
34
Finance and economics discussion series
33
Applied economics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
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30
Pacific-Basin finance journal
30
Journal of monetary economics
29
Review of quantitative finance and accounting
29
Economics letters
28
Journal of financial markets
27
Research in international business and finance
27
CESifo working papers
25
Review of finance : journal of the European Finance Association
25
Journal of econometrics
24
Discussion paper / Centre for Economic Policy Research
23
Journal of financial and quantitative analysis : JFQA
22
The European journal of finance
20
Applied economics letters
19
Swiss Finance Institute Research Paper
19
Applied financial economics
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial stability
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1
Blockchain factors
Sakkas, Athanasios
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015063169
Saved in:
2
Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances
Afonso, António
;
Alves, José
;
Monteiro, Sofia
- In:
Journal of international financial markets, …
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015063189
Saved in:
3
Green bond issuance and credit risk : international evidence
Ballester, Laura
;
González-Urteaga, Ana
;
Shen, Long
- In:
Journal of international financial markets, …
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015063200
Saved in:
4
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
5
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
6
CDS spreads and COVID-19 pandemic
Apergēs, Nikolaos
;
Danuletiu, Dan
;
Xu, Bing
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412804
Saved in:
7
Banking networks, systemic risk, and the credit cycle in emerging markets
Das, Sanjiv R.
;
Kalimipalli, Madhu
;
Nayak, Subhankar
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013533161
Saved in:
8
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
9
Uncertainty and corporate default risk : novel evidence from emerging markets
Duc Nguyen Nguyen
;
Nguyen Phuc Canh
;
Le Phuong Xuan Dang
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357316
Saved in:
10
Explaining cryptocurrency returns : a prospect theory perspective
Chen, Rongxin
;
Lepori, Gabriele M.
;
Tai, Chung-Ching
; …
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013358719
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