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subject:"CAPM"
subject:"USA"
~isPartOf:"Journal of banking & finance"
~subject:"Kreditrisiko"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Kreditrisiko
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
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Schuermann, Til
2
Alexander, Carol
1
Cai, Zongwu
1
Chan, Kam C.
1
Escobar, Marcos
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Fenech, Jean-Pierre
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Feng, Guohua
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Gouriéroux, Christian
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1
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Journal of econometrics
55
The review of economics and statistics
43
Working paper / National Bureau of Economic Research, Inc.
38
Journal of applied econometrics
25
Economics letters
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of financial and quantitative analysis : JFQA
21
The journal of finance : the journal of the American Finance Association
21
American journal of agricultural economics
19
NBER working paper series
18
Journal of financial economics
17
Applied economics
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The journal of futures markets
16
The review of financial studies
16
Technical working paper / National Bureau of Economic Research
14
Journal of empirical finance
13
CREATES research paper
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Discussion paper series / IZA
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Finance research letters
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Journal of macroeconomics
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Discussion paper / Centre for Economic Policy Research
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of economic dynamics & control
11
Journal of money, credit and banking : JMCB
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Dresdner Beiträge zu quantitativen Verfahren
10
International journal of forecasting
10
Journal of forecasting
10
NBER Working Paper
10
Oxford bulletin of economics and statistics
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The review of economic studies
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CESifo working papers
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Discussion paper / Tinbergen Institute
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International economic review
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
18
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1
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
2
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
3
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
4
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
5
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka
- In:
Journal of banking & finance
63
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
Saved in:
6
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
7
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
8
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
9
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
10
The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina
;
Vozlyublennaia, Nadia
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
Saved in:
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