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isPartOf:"MPRA Paper"
~isPartOf:"Discussion papers / CEPR"
~subject:"CAPM"
~subject:"Risikoprämie"
~subject:"Shock"
~subject:"appreciation"
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Search: subject_exact:"Volatility"
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CAPM
Risikoprämie
Shock
appreciation
Volatility
163
volatility
93
Volatilität
75
Theorie
32
Theory
32
GARCH
24
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25
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Caballero, Ricardo J.
3
Ghiba, Nicolae
3
Simsek, Alp
3
Petrella, Ivan
2
Ardelean, Adina
1
Barbu, Alexandru
1
Baumeister, Christiane
1
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1
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1
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1
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1
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1
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1
Croce, Mariano M.
1
Cutinelli-Rendina, Olimpia
1
De Polis, Andrea
1
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1
Delle Monache, Davide
1
Dew-Becker, Ian
1
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1
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1
Fiorentini, Gabriele
1
Forni, Mario
1
Fricke, Christoph
1
Fujiwara, Ippei
1
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1
Hirose, Yasuo
1
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1
Kelly, Bryan T.
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1
Lee, Seungcheol
1
Levchenko, Andrei A.
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León-Ledesma, Miguel A.
1
Lipinska, Anna
1
Liu, Yang
1
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Luetticke, Ralph
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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86
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85
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76
Journal of financial economics
71
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67
Energy economics
61
Finance research letters
58
International review of financial analysis
49
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35
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33
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30
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Finance and economics discussion series
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Research in international business and finance
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Macroeconomic dynamics
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The European journal of finance
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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RePEc
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1
A monetary policy asset pricing model
Caballero, Ricardo J.
;
Simsek, Alp
-
2023
Persistent link: https://www.econbiz.de/10014331559
Saved in:
2
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
-
2024
Persistent link: https://www.econbiz.de/10014529581
Saved in:
3
Geopolitical oil price risk and economic fluctuations
Kilian, Lutz
;
Plante, Michael
;
Richter, Alexander W.
-
2024
Persistent link: https://www.econbiz.de/10014536039
Saved in:
4
Risk, monetary policy and asset prices in a global world
Bekaert, Geert
;
Hoerova, Marie
;
Xu, Nancy
-
2023
Persistent link: https://www.econbiz.de/10014325897
Saved in:
5
A model of asset price spirals and aggregate demand amplification of a "Covid-19" shock
Caballero, Ricardo J.
;
Simsek, Alp
-
2020
Persistent link: https://www.econbiz.de/10012230394
Saved in:
6
Growth volatility and trade : market diversification vs. production specialization
Ardelean, Adina
;
León-Ledesma, Miguel A.
;
Puzzello, Laura
-
2022
Persistent link: https://www.econbiz.de/10013203259
Saved in:
7
Idiosyncratic income risk and aggregate fluctuations
Debortoli, Davide
;
Galí, Jordi
-
2022
Persistent link: https://www.econbiz.de/10012802975
Saved in:
8
Volatility (dis)connect in international markets
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2022
Persistent link: https://www.econbiz.de/10012938941
Saved in:
9
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
10
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
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