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~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The review of financial studies"
~source:"econis"
~subject:"Business cycle"
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Search: subject_exact:"Capital asset pricing model"
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Journal of monetary economics
Review of quantitative finance and accounting
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11
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9
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6
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1
The role of learning for asset prices and business cycles
Winkler, Fabian
- In:
Journal of monetary economics
114
(
2020
),
pp. 42-58
Persistent link: https://www.econbiz.de/10012494857
Saved in:
2
Uncertainty and economic activity : a multicountry perspective : editor's choice
Cesa-Bianchi, Ambrogio
;
Pesaran, M. Hashem
;
Rebucci, …
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3393-3445
Persistent link: https://www.econbiz.de/10012248939
Saved in:
3
What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha
;
Julliard, Christian
;
Taylor, Alex P.
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 442-504
Persistent link: https://www.econbiz.de/10011746108
Saved in:
4
External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
Saved in:
5
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:
6
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:
7
Asset price volatility, price markups, and macroeconomic fluctuations
Iraola, Miguel A.
;
Santos Santos, Manuel
- In:
Journal of monetary economics
90
(
2017
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011799232
Saved in:
8
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening
;
Miao, Jianjun
- In:
Journal of monetary economics
69
(
2015
),
pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
Saved in:
9
Liquidity, assets and business cycles
Shi, Shouyong
- In:
Journal of monetary economics
70
(
2015
),
pp. 116-132
Persistent link: https://www.econbiz.de/10011381313
Saved in:
10
Business cycle variation in the risk-return trade-off
Lustig, Hanno
;
Verdelhan, Adrien
- In:
Journal of monetary economics
59
(
2012
),
pp. 35-49
Persistent link: https://www.econbiz.de/10009716571
Saved in:
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