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~isPartOf:"Journal of international money and finance"
~subject:"Schätzung"
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Search: subject_exact:"Capital asset pricing model"
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Schätzung
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84
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Journal of international money and finance
Journal of financial economics
75
Journal of empirical finance
52
Working paper / National Bureau of Economic Research, Inc.
49
Journal of banking & finance
45
NBER working paper series
42
Finance research letters
40
International review of financial analysis
39
International review of economics & finance : IREF
31
NBER Working Paper
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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Research paper series / Swiss Finance Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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Journal of econometrics
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Review of quantitative finance and accounting
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Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Journal of risk and financial management : JRFM
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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The journal of asset management
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CESifo working papers
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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Review of financial economics : RFE
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Applied economics letters
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ECONIS (ZBW)
26
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1
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
2
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
3
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
4
International determinants of asymmetric dependence in investment returns
Alcock, Jamie
;
Sinagl, Petra
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013433557
Saved in:
5
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:
6
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:
7
EME financial conditions : which global shocks matter?
Lodge, David
;
Manu, Ana-Simona
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013417404
Saved in:
8
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
9
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
10
Pricing corporate financial distress : empirical evidence from the French stock market
Mselmi, Nada
;
Hamza, Taher
;
Lahiani, Amine
;
Shahbaz, …
- In:
Journal of international money and finance
96
(
2019
),
pp. 13-27
Persistent link: https://www.econbiz.de/10012139596
Saved in:
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