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subject:"CAPM"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Review of finance : journal of the European Finance Association"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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CAPM
Yield curve
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USA
57
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51
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40
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Andreasen, Martin Møller
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Bacchetta, Philippe
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Discussion paper / Centre for Economic Policy Research
Review of finance : journal of the European Finance Association
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26
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17
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14
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14
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11
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The term structure of equity risk premia : levered noise and new estimates
Boguth, Oliver
;
Carlson, Murray
;
Fisher, Adlai
; …
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
4
,
pp. 1155-1182
Persistent link: https://www.econbiz.de/10014318125
Saved in:
2
The term structure of equity yields : a bottom-up approach
Schröder, David
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 661-697
Persistent link: https://www.econbiz.de/10014527221
Saved in:
3
The term structure of short selling costs
Weitzner, Gregory
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2125-2161
Persistent link: https://www.econbiz.de/10014445766
Saved in:
4
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
5
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
Saved in:
6
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
7
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
8
Price pressures on UK real rates : an empirical investigation
Zinna, Gabriele
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
4
,
pp. 1587-1630
Persistent link: https://www.econbiz.de/10011610707
Saved in:
9
Corporate fraction and the equilibrium term structure of equity risk
Marfè, Roberto
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
2
,
pp. 855-905
Persistent link: https://www.econbiz.de/10011560170
Saved in:
10
Higher order expectations in asset pricing
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2008
Persistent link: https://www.econbiz.de/10003640578
Saved in:
1
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