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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
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CAPM
Kapitaleinkommen
Yield curve
143
Zinsstruktur
143
Theorie
66
Theory
66
Risikoprämie
40
Risk premium
40
Estimation
31
Schätzung
31
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30
Kreditrisiko
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23
USA
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United States
23
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Unternehmensanleihe
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Volatility
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Term structure
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Zins
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Geldpolitik
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Option pricing theory
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Öffentliche Anleihe
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Derivat
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Bond
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Zinsderivat
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Bai, Jennie
2
Bakshi, Gurdip S.
2
Goldstein, Robert S.
2
La Bruslerie, Hubert de
2
Acharya, Viral V.
1
Adrian, Tobias
1
Amihud, Yakov
1
Amin, Kaushik I.
1
Anderson, Ronald W.
1
Andrade, Sandro C.
1
Arnold, Marc
1
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1
Backus, David
1
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1
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1
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1
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1
Bharath, Sreedhar T.
1
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1
Boyarchenko, Nina
1
Chernov, Mikhail
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Coën, Alain
1
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1
Crump, Richard K.
1
D'Amico, Stefania
1
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1
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1
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1
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1
Gallmeyer, Michael F.
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1
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Finance : revue de l'Association Française de Finance
Journal of financial economics
NBER working paper series
44
NBER Working Paper
35
Working paper / National Bureau of Economic Research, Inc.
29
Finance and economics discussion series
25
The journal of fixed income
23
Journal of banking & finance
22
Finance research letters
20
The review of financial studies
18
International review of economics & finance : IREF
16
Staff reports / Federal Reserve Bank of New York
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Journal of financial and quantitative analysis : JFQA
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
International journal of theoretical and applied finance
14
Journal of international money and finance
14
Working paper series / European Central Bank
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CESifo working papers
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Journal of economic dynamics & control
13
Discussion paper / Centre for Economic Policy Research
12
International review of financial analysis
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Journal of empirical finance
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Research paper series / Swiss Finance Institute
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Staff working paper / Bank of Canada
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The journal of finance : the journal of the American Finance Association
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CREATES research paper
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Discussion papers / CEPR
11
Economics letters
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FEDS Working Paper
11
Review of finance : journal of the European Finance Association
11
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
10
ECB Working Paper
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Working papers series / Federal Reserve Bank of San Francisco
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
9
The quarterly journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Working paper
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Applied financial economics
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ECONIS (ZBW)
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11
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
12
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
13
Time-varying ambiguity, credit spreads, and the levered equity premium
Shi, Zhan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 617-646
Persistent link: https://www.econbiz.de/10012168652
Saved in:
14
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
15
Cash flow duration and the term structure of equity returns
Weber, Michael
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
Saved in:
16
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
17
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
18
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
19
The term structure of credit spreads, firm fundamentals, and expected stock returns
Han, Bing
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011751418
Saved in:
20
The advantages of using excess returns to model the term structure
Goliński, Adam
;
Spencer, Peter D.
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10011751628
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