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Year of publication
Subject
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Kapitaleinkommen 69 Capital income 67 asset returns 58 Asset returns 55 Theorie 37 CAPM 36 Theory 33 Asset Returns 27 Börsenkurs 25 Portfolio selection 23 Portfolio-Management 23 Share price 23 Capital market returns 13 Kapitalmarktrendite 13 Risikoprämie 13 Risk premium 13 Estimation 12 Finanzmarkt 12 Schätzung 12 Volatilität 12 Financial market 11 Volatility 11 Anlageverhalten 10 Behavioural finance 10 Consumption 9 Private consumption 8 Privater Konsum 8 Prognoseverfahren 8 Risiko 8 Risk 8 Forecasting model 7 Zeitreihenanalyse 7 volatility 7 Inflation 6 Time series analysis 6 USA 6 United States 6 Value at Risk (VaR) 6 heteroscedastic asset returns 6 innovation modelling 6
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Online availability
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Undetermined 82 Free 80 CC license 4
Type of publication
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Article 125 Book / Working Paper 69
Subcategories
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Article in journal 123 Working paper 65 Proceedings 2
Language
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English 122 Undetermined 67 German 3 French 1 Slovak 1
Author
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Gürtler, Marc 6 Rauh, Ronald 6 Kugler, Peter 5 Weder, Beatrice 4 Backus, David 3 Calvet, Laurent 3 Caporale, Guglielmo Maria 3 Fisher, Adlai 3 Graddy, Kathryn 3 Hua, Xiuping 3 Julliard, Christian 3 Lee, Jong-Wha 3 Mandelbrot, Benoit 3 Park, Cyn-Young 3 Reimann, Stefan 3 Sousa, Ricardo M. 3 Aguilar, Jean-Philippe 2 Amisano, Gianni 2 Ashenfelter, Orley 2 Avuglah, R. K. 2 Bryzgalova, Svetlana 2 Dedu, Vincent 2 Demir, Ender 2 Epstein, Larry G. 2 Fang, Ming 2 Favilukis, Jack 2 Ferriere, Axelle 2 Franses, Philip Hans 2 Geweke, John 2 Gil-Alana, Luis A. 2 Gomes, Fábio A. 2 Gomme, Paul 2 Gupta, Rangan 2 James, Victor 2 Kartal, Mustafa Tevfik 2 Kim, Tae-Hwan 2 Kipp, Martin 2 Kishor, N. Kundan 2 Kluitman, Roy 2 Koziol, Christian 2
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Institution
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C.E.P.R. Discussion Papers 6 Cowles Foundation for Research in Economics, Yale University 3 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 European Central Bank 2 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 2 Society for Economic Dynamics - SED 2 University of Rochester - Center for Economic Research (RCER) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Bank for International Settlements (BIS) 1 Bank of Greece 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Concordia University 1 Department of Economics, Oxford University 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, University of California-San Diego (UCSD) 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 Département de Sciences Économiques, Université de Montréal 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 HEC Paris (École des Hautes Études Commerciales) 1 Office of Regional Economic Integration, Asian Development Bank 1 Reserve Bank of Australia 1 Université Paris-Dauphine (Paris IX) 1 Wirtschaftswissenschaftliches Zentrum, Universität Basel 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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CEPR Discussion Papers 6 The journal of real estate finance and economics 4 Cowles Foundation Discussion Papers 3 Global Business and Economics Review 3 IEW - Working Papers 3 Journal of Banking & Finance 3 Journal of banking & finance 3 Physica A: Statistical Mechanics and its Applications 3 Quantitative Finance 3 The European journal of finance 3 Working Paper Series 3 Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 Afro-Asian Journal of Finance and Accounting 2 Applied Economics 2 Applied Mathematical Finance 2 CIRANO Working Papers 2 Computational Economics 2 Czech Journal of Economics and Finance (Finance a uver) 2 Dissertation Series CentER 2 ECB Working Paper 2 Economics letters 2 Frontiers of Economics in China 2 International Journal of Financial Markets and Derivatives 2 International review of financial analysis 2 Journal of Monetary Economics 2 Journal of Risk and Financial Management 2 Journal of empirical finance 2 Journal of financial economics 2 Journal of macroeconomics 2 Journal of monetary economics 2 Journal of risk and financial management : JRFM 2 MPRA Paper 2 NIPE Working Papers 2 RCER Working Papers 2 Research in international business and finance 2 Review of Economic Dynamics 2 The European Journal of Finance 2 The Journal of Real Estate Finance and Economics 2 Working Paper Series / European Central Bank 2 ZEW Discussion Papers 2
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Source
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RePEc 91 ECONIS (ZBW) 74 EconStor 15 Other ZBW resources 11 BASE 3
Showing 1 - 10 of 163
 
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Fat-tailed distribution under the smooth ambiguity model
Osei, Prince - 2026
Klibano! et al. (2005), who faces uncertainty about the variance of asset returns. The variance uncertainty is modeled using a …
Persistent link: https://www.econbiz.de/10015594918
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Relationship between monetary policy and financial asset returns in Türkiye: Time, frequency, and quantile-based effects
Kartal, Mustafa Tevfik; Pata, Ugur Korkut; Taşkın, Dilvin - 2024
robustness. The findings demonstrate that (i) monetary policy has a stronger effect on financial asset returns at middle and … that monetary policy has a significant effect on financial asset returns, and the effects vary across times, across … higher frequencies across different periods; (ii) monetary policy has mainly declines (increases) effect on financial asset …
Persistent link: https://www.econbiz.de/10015635844
Saved in:
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Relationship between monetary policy and financial asset returns in Türkiye : time, frequency, and quantile-based effects
Kartal, Mustafa Tevfik; Pata, Ugur Korkut; Taşkın, Dilvin - 2024
robustness. The findings demonstrate that (i) monetary policy has a stronger effect on financial asset returns at middle and … that monetary policy has a significant effect on financial asset returns, and the effects vary across times, across … higher frequencies across different periods; (ii) monetary policy has mainly declines (increases) effect on financial asset …
Persistent link: https://www.econbiz.de/10014634909
Saved in:
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Sustainable investments in the face of social unrest and risk : a new perspective on corporate social responsibility
Oga, Yutaro; Ito, Kazuya; Takashima, Ryuta - 2024
Persistent link: https://www.econbiz.de/10015072232
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Estimating expected asset returns with the present value model of consumption and fed forecasts
Kishor, N. Kundan - 2024
Persistent link: https://www.econbiz.de/10015433414
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One factor to bind the cross-section of returns
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2024
Persistent link: https://www.econbiz.de/10014538999
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A new test of factor model for asset returns : based on pleiotropy model
Jiang, Qing; Tong, Xingwei; Wu, Peng; Zhang, Xun - 2025
Persistent link: https://www.econbiz.de/10015534064
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When uncertainty and volatility are disconnected : implications for asset pricing and portfolio performance
Aït-Sahalia, Yacine; Matthys, Felix; Osambela, Emilio; … - 2025
Persistent link: https://www.econbiz.de/10015556560
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Inflation forecasts and European asset returns: A regime-switching approach
Pesci, Nicolas; Aguilar, Jean-Philippe; James, Victor; … - 2022
Persistent link: https://www.econbiz.de/10014332674
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A bibliometric analysis of machine learning econometrics in asset pricing
Zapata, Hector O.; Mukhopadhyay, Supratik - 2022
Persistent link: https://www.econbiz.de/10014332691
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