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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of monetary economics"
~subject:"Zinsstruktur"
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Search: subject_exact:"Capital asset pricing model"
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Zinsstruktur
CAPM
344
Theorie
220
Theory
220
Capital income
72
Kapitaleinkommen
72
Risikoprämie
71
Risk premium
71
Börsenkurs
50
Share price
50
Portfolio selection
49
Portfolio-Management
49
Risiko
40
Risk
40
Volatility
36
Volatilität
36
Estimation
35
Schätzung
35
USA
34
United States
34
Asset pricing
31
Anlageverhalten
27
Behavioural finance
27
Financial market
27
Finanzmarkt
27
Erwartungsbildung
25
Expectation formation
25
Rational expectations
19
Rationale Erwartung
19
Risikoaversion
19
Risk aversion
19
Stochastic process
18
Stochastischer Prozess
18
General equilibrium
17
Yield curve
17
Aktienmarkt
16
Allgemeines Gleichgewicht
16
Learning process
16
Lernprozess
16
Schock
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Article
13
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13
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4
Graue Literatur
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4
Working Paper
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English
17
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Canova, Fabio
2
Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Abel, Andrew B.
1
Bacchetta, Philippe
1
Bhamra, Harjoat Singh
1
Bianchi, Robert
1
Brandt, Michael W.
1
Cakici, Nusret
1
Curatola, Giuliano
1
De Nicolò, Gianni
1
Den Haan, Wouter J.
1
Jagannathan, Raj
1
Koijen, Ralph S. J.
1
Kuehn, Lars-Alexander
1
Li, Junye
1
Long, Huaigang
1
Lustig, Hanno
1
Marrinan, Jane Ellen
1
Nieuwerburgh, Stijn van
1
Reiß, Oliver
1
Ruan, Xinfeng
1
Sarno, Lucio
1
Schoenmakers, John
1
Schweizer, Martin
1
Strebulaev, Ilya A.
1
Van Wincoop, Eric
1
Wang, Kevin Q.
1
Zaremba, Adam
1
Zhang, Jin E.
1
Zinna, Gabriele
1
Zviadadze, Irina
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Discussion paper / Centre for Economic Policy Research
Journal of economic dynamics & control
Journal of monetary economics
Journal of financial economics
26
NBER working paper series
17
NBER Working Paper
14
The journal of fixed income
14
The review of financial studies
14
International journal of theoretical and applied finance
11
Staff working paper / Bank of Canada
10
Working paper / National Bureau of Economic Research, Inc.
10
The journal of finance : the journal of the American Finance Association
9
Discussion paper / B
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of finance : journal of the European Finance Association
7
Applied mathematical finance
6
Finance and stochastics
6
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial and quantitative analysis : JFQA
6
Quantitative finance
6
CREATES research paper
5
Finance research letters
5
International review of financial analysis
5
Mathematics and financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Discussion papers / CEPR
4
International journal of financial engineering
4
International review of economics & finance : IREF
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
Publications from Department of Management, Odense University
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
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Staff working papers / Bank of England
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Swiss Finance Institute Research Paper
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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Working paper series / European Central Bank
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ECONIS (ZBW)
17
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
5
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
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
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
9
Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
Saved in:
10
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
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