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subject:"CAPM"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
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CAPM
Risikoprämie
162
Risk premium
162
Theorie
59
Theory
59
Estimation
56
Schätzung
56
Capital income
39
Kapitaleinkommen
39
Welt
36
World
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Yield curve
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Exchange rate
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Wechselkurs
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Exchange rate risk
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Foreign exchange market
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Interest rate parity
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Prognoseverfahren
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USA
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Zinsparität
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Credit risk
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English
35
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Nitschka, Thomas
2
Andersen, Torben
1
Atanasov, Victoria
1
Backus, David
1
Baltzer, Markus
1
Balvers, Ronald J.
1
Bauer, Michael D.
1
Bianchi, Daniele
1
Byrne, Joseph P.
1
Carmichael, Benoît
1
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1
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1
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1
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1
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1
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1
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1
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1
Fabozzi, Francesco A.
1
Favero, Carlo A.
1
Fisher, Eric O'Neill
1
Fusari, Nicola
1
Gallmeyer, Michael F.
1
Gao, Ning
1
Giaccotto, Carmelo
1
Gregory, Allan W.
1
Groot, Wilma de
1
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1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Journal of financial economics
104
NBER working paper series
72
Journal of banking & finance
69
Finance research letters
58
Working paper / National Bureau of Economic Research, Inc.
56
NBER Working Paper
48
Journal of empirical finance
37
The review of financial studies
36
International review of economics & finance : IREF
34
Journal of economic dynamics & control
34
International review of financial analysis
31
The journal of finance : the journal of the American Finance Association
28
Research paper series / Swiss Finance Institute
24
The North American journal of economics and finance : a journal of financial economics studies
24
Economics letters
23
Journal of monetary economics
23
Discussion papers / CEPR
21
Journal of international financial markets, institutions & money
21
Applied economics
20
Economic modelling
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CESifo working papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Journal of political economy
16
Review of finance : journal of the European Finance Association
16
Review of quantitative finance and accounting
16
Discussion paper / Centre for Economic Policy Research
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Applied financial economics
14
Finance and economics discussion series
14
Journal of econometrics
14
Journal of financial and quantitative analysis : JFQA
14
Journal of financial markets
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The journal of asset management
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International journal of theoretical and applied finance
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
35
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1
News-based sentiment and the value premium
Fabozzi, Francesco A.
;
Nazemi, Abdolreza
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014333316
Saved in:
2
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
3
Default risk, macroeconomic conditions, and the market skewness risk premium
Xu, Zhongxiang
;
Li, Xiafei
;
Chevapatrakul, Thanaset
; …
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013435659
Saved in:
4
Uncovered return parity : equity returns and currency returns
Djeutem, Edouard
;
Dunbar, Geoffrey R.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013438368
Saved in:
5
Mortgage spreads, asset prices, and business cycles in emerging countries
Horvath, Jaroslav
;
Rothman, Philip
- In:
Journal of international money and finance
115
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013207128
Saved in:
6
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
7
Procyclical leverage in Europe and its role in asset pricing
Baltzer, Markus
;
Koehl, Alexandra
;
Reitz, Stefan
- In:
Journal of international money and finance
107
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012395618
Saved in:
8
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.
;
Ortu, Fulvio
;
Tamoni, Andrea
;
Yang, Haoxi
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
Saved in:
9
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
Saved in:
10
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
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