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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"CREATES research paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Börsenkurs"
~type_genre:"Non-commercial literature"
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Capital income
Börsenkurs
Estimation
157
Schätzung
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Share price
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Kapitaleinkommen
43
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Bohl, Martin T.
15
He, Xue-zhong
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Henke, Harald
6
Bollerslev, Tim
5
Todorov, Viktor
5
Andreasen, Martin Møller
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Ge̜bka, Bartosz
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Wisniewski, Tomasz Piotr
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Siklos, Pierre L.
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Silvennoinen, Annastiina
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Voronkova, Svitlana
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Białkowski, Je̜drzej
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Christensen, Bent Jesper
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Engsted, Tom
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Gilbert, Aaron
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Korczak, Piotr
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Li, Youwei
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Serwa, Dobromił
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Teräsvirta, Timo
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Tourani Rad, Alireza
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Violante, Francesco
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Amaya, Diego
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Andersen, Torben
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Brzeszczyński, Janusz
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Casas, Isabel
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Chiarella, Carl
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Christoffersen, Peter F.
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Chu, Liya
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
CREATES research paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
146
Discussion paper / Centre for Economic Policy Research
69
CESifo working papers
68
Research paper series / Swiss Finance Institute
54
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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3
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
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8
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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9
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
10
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
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