EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"conditional capm"
Narrow search

Narrow search

Year of publication
Subject
All
Conditional CAPM 37 conditional CAPM 33 CAPM 29 Estimation 22 Schätzung 22 Capital income 17 Kapitaleinkommen 17 Theorie 16 Theory 16 Beta risk 10 Betafaktor 10 Börsenkurs 9 Share price 9 Portfolio selection 8 Portfolio-Management 8 ARCH model 7 ARCH-Modell 7 business cycle 7 Aktienmarkt 6 Stock market 6 Financial market 5 Finanzmarkt 5 ICAPM 5 Momentum 5 asset pricing 5 Asset pricing 4 Emerging economies 4 Estimation theory 4 Nonparametric method 4 Realized volatility 4 Schwellenländer 4 Schätztheorie 4 Time-varying beta 4 Value 4 Volatility 4 Volatilität 4 realized beta 4 time-varying beta 4 Factor analysis 3 Faktorenanalyse 3
more ... less ...
Online availability
All
Free 32 Undetermined 23
Type of publication
All
Article 38 Book / Working Paper 33
Type of publication (narrower categories)
All
Article in journal 26 Aufsatz in Zeitschrift 26 Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 research-article 1
more ... less ...
Language
All
English 48 Undetermined 22 Portuguese 1
Author
All
Andersen, Torben G. 4 Bollerslev, Tim 4 Diebold, Francis X. 4 Li, Yan 4 Antypas, Antonios 3 Caporale, Guglielmo Maria 3 Gubellini, Stefano 3 Kourogenis, Nikolaos 3 Pittis, Nikitas 3 Atakan, Alp E. 2 BONOMO, Marco 2 Bali, Turan G. 2 Casassus, Jaime 2 Cooper, Ilan 2 DeLisle, James R. 2 Ellouz, Siwar 2 Engle, Robert F. 2 GARCIA, René 2 Garcia, René 2 Grissom, Terry V. 2 Higuera, Freddy 2 Jin (Ginger) Wu 2 Maio, Paulo 2 Prono, Todd 2 Shutova, Evgeniya 2 Su, Liangjun 2 Tang, Yi 2 Wu, Jin 2 Xu, Yuewu 2 Yang, Liyan 2 Abdymomunov, Azamat 1 Ahmed, Muhammad Farid 1 Aiube, Fernando Antônio Lucena 1 Akdeniz, Levent 1 Al Refai, Hisham M. 1 Altay-Salih, Aslihan 1 Arisoy, Yakup Eser 1 Atakan YalÃffın 1 Baruch, Shmuel 1 Baídya, Tara Keshar Nanda 1
more ... less ...
Institution
All
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 10 Center for Financial Studies 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Département de Sciences Économiques, Université de Montréal 2 Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 2 American Association of Wine Economists - AAWE 1 Departamento de Economia, Faculdade de Economia, Administração e Contabilidade 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, University of Pennsylvania 1 International Centre for Economic Research (ICER) 1 School of Economics, Singapore Management University 1 School of Management, Yale University 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
more ... less ...
Published in...
All
Koç University-TUSIAD Economic Research Forum Working Papers 10 Journal of empirical finance 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 CFS Working Paper Series 2 CIRANO Working Papers 2 Cahiers de recherche 2 Documentos de Trabajo / Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 2 International Journal of Managerial and Financial Accounting 2 Journal of Empirical Finance 2 Management Science 2 Research in international business and finance 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied Financial Economics 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Discussion papers on business and economics 1 Economic modelling 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 Eurasian Economic Review 1 Eurasian economic review : a journal of the Eurasia Business and Economics Society 1 ICER Working Papers - Applied Mathematics Series 1 Insurance / Mathematics & economics 1 International review of financial analysis 1 Journal of Financial Economics 1 Journal of Property Investment & Finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial and quantitative analysis : JFQA 1 Journal of property investment & finance 1 Managerial finance 1 PIER Working Paper Archive 1 Review of Pacific Basin financial markets and policies 1 Review of Quantitative Finance and Accounting 1 Review of quantitative finance and accounting 1 Revista Brasileira de Finanças : RBFin 1
more ... less ...
Source
All
RePEc 37 ECONIS (ZBW) 29 EconStor 4 Other ZBW resources 1
Showing 11 - 20 of 71
Cover Image
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios; Caporale, Guglielmo Maria; … - In: Research in international business and finance 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
Cover Image
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
Cover Image
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian; Chevallier, Julien; Zhu, Bangzhu - In: Energy economics 85 (2020), pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
Cover Image
New evidence on conditional factor models
Cooper, Ilan; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
Cover Image
Conditional CAPM : time-varying betas in the Brazilian market
Blank, Frances Fischberg; Samanez, Carlos P.; Baídya, … - In: Revista Brasileira de Finanças : RBFin 12 (2014) 2, pp. 163-199
Persistent link: https://www.econbiz.de/10011585162
Saved in:
Cover Image
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Bali, Turan G.; Engle, Robert F.; Tang, Yi - 2013
This paper investigates the significance of dynamic conditional beta in predicting the cross-sectional variation in expected stock returns. The results indicate that the time-varying conditional beta is alive and well in the cross-section of daily stock returns. Portfolio-level analyses and...
Persistent link: https://www.econbiz.de/10010500239
Saved in:
Cover Image
The Economic Impact of Oil on Industry Portfolios
Casassus, Jaime; Higuera, Freddy - Instituto de Economía, Facultad de Ciencia Económicas … - 2013
We build an equilibrium model to disentangle industry-specific from business cycle effects of oil on stock returns. In our model oil is considered as an input factor for production and also as a macro variable. We estimate the model for 13 industries, including the oil industry. Our results...
Persistent link: https://www.econbiz.de/10010774081
Saved in:
Cover Image
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Bali, Turan G.; Engle, Robert F.; Tang, Yi - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2013
This paper investigates the significance of dynamic conditional beta in predicting the cross-sectional variation in expected stock returns. The results indicate that the time-varying conditional beta is alive and well in the cross-section of daily stock returns. Portfolio-level analyses and...
Persistent link: https://www.econbiz.de/10010610574
Saved in:
Cover Image
Conditional CAPM using expected returns of Brazilian sustainability companies
Tambosi Filho, Elmo - In: Theoretical economics letters 8 (2018) 3, pp. 367-377
Persistent link: https://www.econbiz.de/10011822694
Saved in:
Cover Image
A conditional regime switching CAPM
Vendrame, Vasco; Guermat, Cherif; Tucker, Jon - In: International review of financial analysis 56 (2018), pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...