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~isPartOf:"Journal of international money and finance"
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Estimation
CAPM
84
Theorie
45
Theory
45
Risikoprämie
27
Risk premium
27
Schätzung
27
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24
Kapitaleinkommen
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Garcia, René
2
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Ahmed, Shamim
1
Alcock, Jamie
1
Atanasov, Victoria
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Bakshi, Gurdip S.
1
Binner, Jane M.
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Boubakri, Salem
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Journal of international money and finance
Journal of financial economics
77
Working paper / National Bureau of Economic Research, Inc.
60
Journal of empirical finance
54
Journal of banking & finance
50
NBER working paper series
48
International review of financial analysis
44
Finance research letters
41
NBER Working Paper
37
The journal of finance : the journal of the American Finance Association
33
International review of economics & finance : IREF
32
Applied economics
31
Journal of international financial markets, institutions & money
30
Pacific-Basin finance journal
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The North American journal of economics and finance : a journal of financial economics studies
27
Applied financial economics
23
Economic modelling
23
Journal of financial and quantitative analysis : JFQA
23
Research paper series / Swiss Finance Institute
23
Discussion paper / Centre for Economic Policy Research
22
The review of financial studies
22
The European journal of finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
Research in international business and finance
19
Review of quantitative finance and accounting
19
Journal of risk and financial management : JRFM
18
Discussion papers / CEPR
15
CESifo working papers
14
Working paper
14
Applied economics letters
13
Journal of economic dynamics & control
13
The journal of asset management
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Economics letters
12
Review of finance : journal of the European Finance Association
12
Review of financial economics : RFE
12
Cogent economics & finance
11
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
27
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1
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:
2
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:
3
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:
4
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:
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
Return asymmetry and the cross section of stock returns
Xu, Zhongxiang
;
Chevapatrakul, Thanaset
;
Li, Xiafei
- In:
Journal of international money and finance
97
(
2019
),
pp. 93-110
Persistent link: https://www.econbiz.de/10012140052
Saved in:
9
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:
10
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
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