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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of monetary economics"
~subject:"Incomplete market"
~subject:"Marktintegration"
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Search: subject_exact:"Capital asset pricing model"
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Incomplete market
Marktintegration
CAPM
237
Theorie
158
Theory
158
Capital income
53
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53
Risikoprämie
46
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Koedijk, Kees
3
Acharya, Viral V.
1
Bhamra, Harjoat Singh
1
Bisin, Alberto
1
Cerreia-Vioglio, S.
1
Chen, Zhiwu
1
Choi, Jaewon
1
Christensen, Peter Ove
1
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1
Flood, Robert P.
1
Guibaud, Stéphane
1
Hardouvelis, Gikas A.
1
Horst, Jenke R. ter
1
Jacquet, Nicolas Laurent
1
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1
Kim, Yongjune
1
Kubler, Felix
1
Lewis, Karen K.
1
Liu, Edith X.
1
Lucas, Deborah J.
1
Maccheroni, Fabio
1
Mahieu, Ronald J.
1
Malliaropulos, Dimitrios
1
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Nielsen, Lars Tyge
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Priestley, Richard
1
Roon, Frans de
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Rose, Andrew
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Sarno, Lucio
1
Selden, Larry
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Tan, Serene
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Valente, Giorgio
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Discussion paper / Centre for Economic Policy Research
Journal of economic theory
Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
Finance and stochastics
11
Journal of international money and finance
11
NBER working paper series
9
The review of financial studies
9
Journal of economic dynamics & control
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of international financial markets, institutions & money
7
Journal of mathematical economics
7
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7
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7
International journal of theoretical and applied finance
6
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5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International review of financial analysis
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Working paper series / European Central Bank
4
Discussion paper / Center for Economic Research, Tilburg University
3
Economics letters
3
Emerging markets review
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Energy economics
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Insurance / Mathematics & economics
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The journal of business : B
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ECONIS (ZBW)
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1
Incomplete market demand tests for Kreps-Porteus-Selden preferences
Kubler, Felix
;
Selden, Larry
;
Wei, Xiao
- In:
Journal of economic theory
185
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012415751
Saved in:
2
Anomalies and market (dis)integration
Choi, Jaewon
;
Kim, Yongjune
- In:
Journal of monetary economics
100
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10012109060
Saved in:
3
The world we live in : local or global?
Horst, Jenke R. ter
;
Koedijk, Kees
;
Mahieu, Ronald J.
; …
-
2017
Persistent link: https://www.econbiz.de/10011636328
Saved in:
4
Time-varying idiosyncratic risk and aggregate consumption dynamics
McKay, Alisdair
- In:
Journal of monetary economics
88
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011799145
Saved in:
5
Put-Call Parity and market frictions
Cerreia-Vioglio, S.
;
Maccheroni, Fabio
;
Marinacci, Massimo
- In:
Journal of economic theory
157
(
2015
),
pp. 730-762
Persistent link: https://www.econbiz.de/10011525337
Saved in:
6
Evaluating international consumption risk sharing gains : an asset return view
Lewis, Karen K.
;
Liu, Edith X.
- In:
Journal of monetary economics
71
(
2015
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
Saved in:
7
A dynamic equilibrium model of imperfectly integrated financial markets
Bhamra, Harjoat Singh
;
Coeurdacier, Nicolas
;
Guibaud, …
- In:
Journal of economic theory
154
(
2014
),
pp. 490-542
Persistent link: https://www.econbiz.de/10010481321
Saved in:
8
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Christensen, Peter Ove
;
Munk, Claus
- In:
Journal of economic theory
147
(
2012
)
3
,
pp. 1035-1063
Persistent link: https://www.econbiz.de/10009626734
Saved in:
9
Money and asset prices with uninsurable risks
Jacquet, Nicolas Laurent
;
Tan, Serene
- In:
Journal of monetary economics
59
(
2012
)
8
,
pp. 784-797
Persistent link: https://www.econbiz.de/10009703334
Saved in:
10
Asset prices and international spillovers : an empirical investigation
Sarno, Lucio
-
2004
Persistent link: https://www.econbiz.de/10013424414
Saved in:
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