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~accessRights:"restricted"
~person:"Sarno, Lucio"
~subject:"Capital income"
~type_genre:"Graue Literatur"
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Capital income
Kapitaleinkommen
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Estimation
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Risikoprämie
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asset pricing
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measure-ment error
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Sarno, Lucio
Bekaert, Geert
11
Albuquerque, Rui
10
Favero, Carlo A.
10
Lettau, Martin
10
Nieuwerburgh, Stijn van
10
Ludvigson, Sydney C.
9
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6
Nagel, Stefan
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Wolf, Michael
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Zhang, Lu
6
Chernov, Mikhail
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Gupta, Rangan
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Jondeau, Eric
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Kacperczyk, Marcin
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Lustig, Hanno
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Massa, Massimo
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Pástor, Ľuboš
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Ramadorai, Tarun
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Shleifer, Andrei
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Aït-Sahalia, Yacine
4
Caballero, Ricardo J.
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Campbell, John Y.
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Gennaioli, Nicola
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Greenwood, Robin
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Hou, Kewei
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Koedijk, Kees
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Lin, Xiaoji
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Moskowitz, Tobias J.
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Pierdzioch, Christian
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Vayanos, Dimitri
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Zhang, Xiaoyan
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Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
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2
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
3
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
4
Business cycles and currency returns
Sarno, Lucio
;
Colacito, Ric
;
Riddiough, Steven
-
2019
Persistent link: https://www.econbiz.de/10012196047
Saved in:
5
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2011
Persistent link: https://www.econbiz.de/10008990031
Saved in:
6
Asset prices and international spillovers : an empirical investigation
Sarno, Lucio
-
2004
Persistent link: https://www.econbiz.de/10013424414
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