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subject:"CAPM"
~isPartOf:"Finance and economics discussion series"
~subject:"Wechselkurs"
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Search: subject_exact:"Risk premium"
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CAPM
Wechselkurs
Risikoprämie
65
Risk premium
65
Theorie
30
Theory
30
USA
25
United States
25
Yield curve
25
Zinsstruktur
25
Capital income
19
Kapitaleinkommen
19
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18
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12
Kreditrisiko
12
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Volatilität
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Geldpolitik
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Zins
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5
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Insolvency
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5
Kreditderivat
5
Unternehmensanleihe
5
Equity premium puzzle
4
Equity-Premium-Puzzle
4
Public bond
4
Öffentliche Anleihe
4
1990-2007
3
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English
15
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Anderson, Christopher
1
Bali, Turan G.
1
Byun, Kiwoong
1
Chen, Andrew Y.
1
Diercks, Anthony M.
1
Durham, J. Benson
1
Fisher, Mark
1
Gilles, Christian
1
Goeij, Peter de
1
Grishchenko, Olesya V.
1
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1
Kim, Baeho
1
Kimura, Takeshi
1
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1
Miller, David S.
1
Ochoa, Marcelo
1
Oh, Dong Hwan
1
Ross, Chase P.
1
Ross, Landon J.
1
Ross, Sharon Y.
1
Sarisoy, Cisil
1
Siemer, Michael
1
Small, David H.
1
Vanden, Joel M.
1
Wasyk, Rebecca
1
Werker, Bas J. M.
1
Winkler, Fabian
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Zhang, Jianing
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Finance and economics discussion series
Journal of financial economics
114
NBER working paper series
94
Journal of banking & finance
76
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70
NBER Working Paper
67
Finance research letters
61
Journal of international money and finance
49
International review of economics & finance : IREF
43
Journal of empirical finance
41
The review of financial studies
37
Journal of economic dynamics & control
36
International review of financial analysis
35
Discussion papers / CEPR
32
Journal of international financial markets, institutions & money
31
Economics letters
28
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28
The North American journal of economics and finance : a journal of financial economics studies
27
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17
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Review of finance : journal of the European Finance Association
16
Journal of econometrics
15
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
The journal of asset management
14
International journal of finance & economics : IJFE
13
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)
15
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Linear factor models and the estimation of expected returns
Sarisoy, Cisil
;
Goeij, Peter de
;
Werker, Bas J. M.
-
2024
Persistent link: https://www.econbiz.de/10015053943
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2
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
3
Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
4
Intermeeting rate cuts as a response to rare disasters
Miller, David S.
-
2020
Persistent link: https://www.econbiz.de/10012389445
Saved in:
5
Cash-hedged stock returns
Ross, Chase P.
;
Ross, Landon J.
;
Ross, Sharon Y.
-
2022
Persistent link: https://www.econbiz.de/10013414147
Saved in:
6
Consumption-based asset pricing when consumers make mistakes
Anderson, Christopher
-
2021
Persistent link: https://www.econbiz.de/10012608524
Saved in:
7
A likelihood-based comparison of macro asset pricing models
Chen, Andrew Y.
;
Wasyk, Rebecca
;
Winkler, Fabian
-
2017
Persistent link: https://www.econbiz.de/10011708494
Saved in:
8
The equity premium, long-run risk, & optimal monetary policy
Diercks, Anthony M.
-
2015
Persistent link: https://www.econbiz.de/10011410110
Saved in:
9
Volatility, labor heterogeneity and asset prices
Ochoa, Marcelo
-
2013
Persistent link: https://www.econbiz.de/10010431707
Saved in:
10
Learning, rare disasters, and asset prices
Lu, Yang K.
;
Siemer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010432467
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