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  • Search: subject:"dynamic asset pricing model"
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Year of publication
Subject
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CAPM 2 Capital income 2 Consensus Forecasts 2 Dynamic Asset Pricing Model 2 Economic forecast 2 Erwartungsbildung 2 Estimation 2 Expectation formation 2 Factor Risk Premia 2 Forecasting model 2 Kapitaleinkommen 2 Macroeconomic Expectations 2 Mixture VAR 2 Prognoseverfahren 2 Risiko 2 Risikoprämie 2 Risk 2 Risk premium 2 Schätzung 2 State-Dependency 2 Theorie 2 Theory 2 VAR model 2 VAR-Modell 2 Wirtschaftsprognose 2 consensus forecasts 2 dynamic asset pricing model 2 factor risk premia 2 macroeconomic expectations 2 mixture VAR 2 state-dependency 2
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 4
Author
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Haase, Felix 4 Neuenkirch, Matthias 4
Published in...
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CESifo Working Paper 1 CESifo working papers 1 Research Papers in Economics 1 Research papers in economics 1
Source
All
ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
Cover Image
Macroeconomic Expectations and State-Dependent Factor Returns
Haase, Felix; Neuenkirch, Matthias - 2023
, by extending the dynamic asset pricing model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014469728
Saved in:
Cover Image
Macroeconomic expectations and state-dependent factor returns
Haase, Felix; Neuenkirch, Matthias - 2023
, by extending the dynamic asset pricing model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014476180
Saved in:
Cover Image
Macroeconomic expectations and state-dependent factor returns
Haase, Felix; Neuenkirch, Matthias - 2023
, by extending the dynamic asset pricing model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014388605
Saved in:
Cover Image
Macroeconomic expectations and state-dependent factor returns
Haase, Felix; Neuenkirch, Matthias - 2023 - First Draft: October 15, 2023
, by extending the dynamic asset pricing model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014381149
Saved in:
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