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subject:"CAPM"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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CAPM
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Yield curve
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Bacchetta, Philippe
3
Van Wincoop, Eric
3
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2
Clarida, Richard H.
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Creal, Drew
2
Sarno, Lucio
2
Taylor, Mark P.
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Discussion paper / Centre for Economic Policy Research
NBER working paper series
37
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23
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ECONIS (ZBW)
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International yield curves and currency puzzles
Chernov, Mikhail
;
Creal, Drew
-
2018
-
Revision
Persistent link: https://www.econbiz.de/10012000629
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2
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
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3
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
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4
Multihorizon currency returns and purchasing power parity
Chernov, Mikhail
;
Creal, Drew
-
2018
Persistent link: https://www.econbiz.de/10011916251
Saved in:
5
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
-
2011
Persistent link: https://www.econbiz.de/10009310055
Saved in:
6
Re-evaluating Swedish membership in EMU : evidence from an estimated model
Söderström, Ulf
-
2008
Persistent link: https://www.econbiz.de/10003793648
Saved in:
7
Higher order expectations in asset pricing
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2008
Persistent link: https://www.econbiz.de/10003640578
Saved in:
8
Random walk expectations and the forward discount puzzle
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2007
Persistent link: https://www.econbiz.de/10003432454
Saved in:
9
Rational inattention : a solution to the forward discount puzzle
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2005
Persistent link: https://www.econbiz.de/10013424676
Saved in:
10
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
-
2002
Persistent link: https://www.econbiz.de/10013423845
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