Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Misspecification versus bubble...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
77
Theory
76
VAR model
46
Denmark
37
Dänemark
35
VAR-Modell
34
Capital income
32
Kapitaleinkommen
32
Estimation
31
Schätzung
31
Time series analysis
28
Zeitreihenanalyse
28
Bubbles
24
No keywords
24
Spekulationsblase
24
USA
23
United States
23
Cointegration
21
Rational expectations
21
Rationale Erwartung
21
Kointegration
20
Großbritannien
19
United Kingdom
19
OECD countries
17
Yield curve
17
Börsenkurs
16
Share price
16
Zinsstruktur
16
OECD-Staaten
13
Forecasting model
12
Prognoseverfahren
12
Prognose
11
Schätztheorie
11
Estimation theory
10
Forecast
10
Dividend
9
Dividende
9
Hyperinflation
9
Immobilienpreis
9
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
12
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
18
Undetermined
1
Author
All
Engsted, Tom
18
Møller, Stig Vinther
5
Tanggaard, Carsten
5
Lund, Jesper
2
Mammen, Enno
2
Pedersen, Thomas Q.
2
Bartholdy, Jan
1
Hyde, Stuart
1
Peare, Paula
1
Pedersen, Thomas Quistgaard
1
more ...
less ...
Institution
All
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Published in...
All
Working paper
4
CREATES research paper
3
International journal of finance & economics : IJFE
2
Journal of international money and finance
2
Economics letters
1
Finance Working Papers
1
Journal of banking & finance
1
Journal of economic surveys
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
RePEc
1
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
2
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
Saved in:
3
The Danish equity premium
Engsted, Tom
-
1998
Persistent link: https://www.econbiz.de/10000981752
Saved in:
4
Fama on bubbles
Engsted, Tom
-
2014
Persistent link: https://www.econbiz.de/10010401697
Saved in:
5
Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Markovian bootstrap approach
Engsted, Tom
;
Mammen, Enno
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001468898
Saved in:
6
Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Morkovian bootstrap approach
Engsted, Tom
;
Mammen, Enno
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001493825
Saved in:
7
GMM and present value tests of the C-CAPM : some evidence from the Danish, German, Swedish, and UK stock markets
Lund, Jesper
;
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000880721
Saved in:
8
GMM and present value tests of the C-CAPM : evidence from the Danish, German, Swedish and UK stock markets
Lund, Jesper
- In:
Journal of international money and finance
15
(
1996
)
4
,
pp. 497-521
Persistent link: https://www.econbiz.de/10001208829
Saved in:
9
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
10
Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom
;
Hyde, Stuart
;
Møller, Stig Vinther
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
