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institution:"University of Cambridge / Department of Applied Economics"
subject:"Kapitaleinkommen"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Erasmus Research Institute of Management"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"USA"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
USA
Estimation
23
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7
Capital income
7
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Helwege, Jean
4
Eom, Young Ho
2
Huang, Jing-Zhi
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Liang, Jean Nellie
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McAleer, Michael
2
Pesaran, M. Hashem
2
Asai, Manabu
1
Bartram, Söhnke M.
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Dées, Stéphane
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1
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1
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1
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Teoh, Siew Hong
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University of Cambridge / Department of Applied Economics
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Erasmus Research Institute of Management
University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
65
National Bureau of Economic Research
48
Federal Reserve Bank of St. Louis
21
Federal Reserve Bank of San Francisco
15
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13
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13
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12
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9
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8
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8
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7
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7
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Fisher College of Business working paper series
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ECONIS (ZBW)
16
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
3
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
5
Do investors overvalue firms with bloated balance sheets?
Hirshleifer, David
;
Hou, Kewei
;
Teoh, Siew Hong
;
Zhang, …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452896
Saved in:
6
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
7
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
8
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
9
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho
(
contributor
);
Helwege, Jean
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786259
Saved in:
10
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
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