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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"CAPM"
~type:"article"
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Search: subject_exact:"Estimation"
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Monetary policy
Zinspolitik
CAPM
Estimation
290
Schätzung
290
Capital income
87
Kapitaleinkommen
87
Börsenkurs
78
Share price
78
Volatility
73
Volatilität
73
Aktienmarkt
71
Stock market
71
Welt
50
World
50
Theorie
48
Theory
48
Exchange rate
42
Wechselkurs
42
ARCH model
39
ARCH-Modell
39
Risikoprämie
34
Risk premium
34
Forecasting model
31
Prognoseverfahren
31
Financial crisis
27
Finanzkrise
27
USA
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United States
27
Cointegration
26
EU countries
26
EU-Staaten
26
Kointegration
26
Geldpolitik
25
Portfolio selection
24
Portfolio-Management
24
Spillover effect
21
Spillover-Effekt
21
Time series analysis
20
Zeitreihenanalyse
20
Risk
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54
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54
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English
54
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Zaremba, Adam
3
Cakici, Nusret
2
Sakemoto, Ryuta
2
Vithessonthi, Chaiporn
2
Afonso, António
1
Antell, Jan
1
Arestis, Philip
1
Asgharian, Hossein
1
Azad, A. S. M. Sohel
1
Balcilar, Mehmet
1
Bekaert, Geert
1
Ben Aïssa, Mohamed Safouane
1
Bley, Jorg
1
Bouzid, Bechir
1
Buncic, Daniel
1
Butt, Hilal Anwar
1
Byrne, Joseph P.
1
Castle, Jennifer
1
Celov, Dmitrij
1
Chan, Howard Wei-hong
1
Chebbi, Tarek
1
Chiah, Mardy
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Czudaj, Robert
1
De Santis, Roberto A.
1
Derbali, Abdelkader
1
Dimitriou, Dimitrios
1
Doan, Phuong
1
Faff, Robert W.
1
Fang, Victor
1
Fowler, Jennifer Joan
1
Fowler, Stuart J.
1
Fukuta, Yuichi
1
Ghosh, Amit
1
Gregory, Richard P.
1
Grigaliuniene, Zana
1
Guesmi, Khaled
1
Han, Guowen
1
Hartwell, Christopher A.
1
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International journal of monetary economics and finance
Journal of international financial markets, institutions & money
Economic modelling
113
Applied economics
103
Journal of international money and finance
89
Journal of financial economics
81
Journal of banking & finance
64
International review of economics & finance : IREF
61
Journal of economic dynamics & control
59
Economics letters
58
Journal of empirical finance
58
Journal of macroeconomics
58
Finance research letters
57
Applied economics letters
53
Journal of monetary economics
53
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of money, credit and banking : JMCB
44
Macroeconomic dynamics
35
The journal of finance : the journal of the American Finance Association
33
Pacific-Basin finance journal
32
Applied financial economics
30
Research in international business and finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
International journal of economics and finance
26
International journal of finance & economics : IJFE
26
European economic review : EER
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The European journal of finance
25
Cogent economics & finance
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
International journal of economics and financial issues : IJEFI
23
Journal of financial and quantitative analysis : JFQA
23
Journal of econometrics
22
Journal of risk and financial management : JRFM
22
Open economies review
22
Review of quantitative finance and accounting
21
The review of financial studies
21
Journal of international economics
20
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ECONIS (ZBW)
54
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
3
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:
4
Asset pricing in bull and bear markets
Sampan Nettayanun
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014306379
Saved in:
5
Understanding idiosyncratic momentum in the Chinese stock market
Lin, Qi
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412807
Saved in:
6
Price levels in the European Monetary Union : even tradables follow independent random walks
Maurer, Rainer
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013533346
Saved in:
7
International tests of the ZCAPM asset pricing model
Kolari, James W.
;
Huang, Jianhua Z.
;
Butt, Hilal Anwar
; …
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013358733
Saved in:
8
The pricing of global temperature shocks in the cost of equity capital
Gregory, Richard P.
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012800702
Saved in:
9
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
Saved in:
10
Risk and return in international corporate bond markets
Bekaert, Geert
;
De Santis, Roberto A.
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012801548
Saved in:
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