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subject:"Arbitrage Pricing"
~isPartOf:"Journal of international money and finance"
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"APT (Arbitrage Pricing Theory)"
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Arbitrage Pricing
Estimation
Arbitrage pricing
3
Großbritannien
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Theorie
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Theory
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United Kingdom
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1992-2000
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Arbitrage
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Börsenkurs
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Capital income
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Cost of capital
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Deutschland
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European Monetary System
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Journal of international money and finance
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
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Journal of financial economics
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Journal of banking & finance
17
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Journal of economic dynamics & control
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance research letters
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International review of economics & finance : IREF
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Journal of econometrics
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International review of financial analysis
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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Journal of economic behavior & organization : JEBO
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of finance : journal of the European Finance Association
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1
Price discovery and triangular arbitrage in currency markets
Wu, Zhen-Xing
;
Gau, Yin-feng
;
Chen, Yu-Lun
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478136
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2
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
3
Calculating the equity cost of capital using the APT : the impact of the ERM
Antoniou, Antonios
;
Garrett, Ian
;
Priestley, Richard
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 949-965
Persistent link: https://www.econbiz.de/10001381763
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