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CAPM
Theorie
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Campbell, John Y.
81
Zaremba, Adam
81
Zhang, Lu
77
Fabozzi, Frank J.
66
Ferson, Wayne E.
65
Harvey, Campbell R.
64
Jarrow, Robert A.
63
Hens, Thorsten
61
Stambaugh, Robert F.
59
Cochrane, John H.
58
Bekaert, Geert
57
Bali, Turan G.
55
Hansen, Lars Peter
52
Jagannathan, Ravi
51
Robotti, Cesare
51
Lo, Andrew W.
49
Kan, Raymond
47
Zhou, Guofu
47
He, Xue-zhong
46
Cakici, Nusret
45
Lee, Cheng F.
45
Faff, Robert W.
44
Kogan, Leonid
43
Madan, Dilip B.
43
Kelly, Bryan T.
42
Lustig, Hanno
39
Ang, Andrew
38
Polk, Christopher
38
Lettau, Martin
36
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Guo, Hui
35
Bansal, Ravi
34
Hommes, Cars H.
34
Hull, John
34
Jacobs, Kris
34
Prokopczuk, Marcel
34
Shanken, Jay
34
Pedersen, Lasse Heje
33
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Erasmus Research Institute of Management
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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3
Institut ekonomických studií, Univerzita Karlova v Praze
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
226
Finance research letters
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Journal of empirical finance
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Journal of economic dynamics & control
172
International review of financial analysis
136
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economics letters
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
92
The European journal of finance
92
Economic modelling
90
Journal of international money and finance
89
Review of quantitative finance and accounting
86
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The North American journal of economics and finance : a journal of financial economics studies
79
Applied financial economics
77
The journal of futures markets
77
Finance and stochastics
76
Journal of monetary economics
74
Discussion papers / CEPR
73
Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of economic theory
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Annals of finance
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Research in international business and finance
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ECONIS (ZBW)
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RePEc
395
EconStor
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BASE
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Other ZBW resources
13
OLC EcoSci
10
Showing
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1
Pricing
inflation
-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
2
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
3
Inflation
risk premium implied by options
Azoulay, Eddy
;
Brenner, Menachem
;
Landskroner, Yoram
; …
- In:
Journal of economics & business
71
(
2014
),
pp. 90-102
Persistent link: https://www.econbiz.de/10010389516
Saved in:
4
Estimating
inflation
risk premia from nominal and real yield curves using a shadow-rate model
Imakubo, Kei
;
Nakajima, Jouchi
-
2015
Persistent link: https://www.econbiz.de/10012178013
Saved in:
5
Can risk models extract
inflation
expectations from financial market data? : evidence from the
inflation
protected securities of six countries
Kita, Arben
;
Tortorice, Daniel L.
-
2018
Persistent link: https://www.econbiz.de/10012063682
Saved in:
6
What do the prices of UK
inflation
-linked securities say on
inflation
expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
7
German
inflation
-linked bonds : overpriced, yet undervalued
Christensen, Jens H. E.
;
Mouabbi, Sarah
;
Paulson, Caroline
-
2025
-
This version: January 30, 2025
Persistent link: https://www.econbiz.de/10015210558
Saved in:
8
The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
- In:
Journal of banking & finance
65
(
2016
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011634318
Saved in:
9
Bond risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
Saved in:
10
Inflation
expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.
;
Spiegel, Mark
-
2024
Persistent link: https://www.econbiz.de/10014533476
Saved in:
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