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CAPM
Theorie
71
Theory
71
Capital income
32
Kapitaleinkommen
32
Börsenkurs
19
Risikoprämie
19
Share price
19
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18
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18
Volatilität
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Language
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English
27
French
1
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Garcia, René
28
Bonomo, Marco Antonio
8
Renault, Eric
6
Almeida, Caio
4
Gungor, Sermin
3
Meddahi, Nour
3
Tédongap, Roméo
3
Chabi-Yo, Fousseni
2
Fontaine, Jean-Sébastien
2
Ghysels, Eric
2
Kichian, Maral
2
Czellar, Veronika
1
Díez de los Ríos, Antonio
1
Fontaine, Jean-Sebastien
1
Le Grand, Francois
1
Luger, Richard
1
Mantilla-Garcia, Daniel
1
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1
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Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
Journal of international money and finance
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The review of financial studies
2
Working paper / Bank of Canada
2
Finance research letters
1
IDEI working papers
1
Journal of applied econometrics
1
Journal of empirical finance
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial sur l'économie du développement
1
Review of derivatives research
1
Staff working paper / Bank of Canada
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
28
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Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René
- In:
L' Actualité économique : revue trimest.
74
(
1998
)
3
,
pp. 467-484
Persistent link: https://www.econbiz.de/10001338886
Saved in:
2
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
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3
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
4
Modelling risk premiums in equity and foreign exchange markets
Garcia, René
;
Kichian, Maral
-
2000
Persistent link: https://www.econbiz.de/10001473749
Saved in:
5
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
6
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
7
Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
Saved in:
8
Consumption and equilibrium asset pricing : an empirical assessment
Bonomo, Marco Antonio
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001206314
Saved in:
9
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René
;
Bonomo, Marco Antonio
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001546110
Saved in:
10
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
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