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subject:"EU-Staaten"
subject:"Public choice"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
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EU-Staaten
Public choice
CAPM
Volatility
Theorie
371
Theory
371
USA
82
United States
82
Capital income
48
Kapitaleinkommen
48
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47
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47
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46
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Hull, John
3
Schlag, Christian
3
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2
Boyle, Phelim P.
2
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2
Fama, Eugene F.
2
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1
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Journal of financial and quantitative analysis : JFQA
Social choice and welfare
437
Public choice
376
Economics letters
251
Journal of banking & finance
229
Journal of financial economics
210
Journal of economic dynamics & control
203
The journal of finance : the journal of the American Finance Association
190
The review of financial studies
188
Journal of economic theory
183
Finance research letters
167
Economic modelling
164
Journal of econometrics
162
Journal of empirical finance
152
European economic review : EER
146
Mathematical finance : an international journal of mathematics, statistics and financial theory
141
Journal of international money and finance
137
Economic theory : official journal of the Society for the Advancement of Economic Theory
126
Mathematical social sciences
125
Applied economics
116
European journal of political economy
115
International journal of theoretical and applied finance
113
Journal of monetary economics
112
International review of economics & finance : IREF
110
International review of financial analysis
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
The American economic review
99
The European journal of finance
93
Energy economics
91
Finance and stochastics
91
International journal of forecasting
91
Journal of mathematical economics
91
Games and economic behavior
87
Journal of public economics
87
Constitutional political economy
85
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
Applied economics letters
84
Journal of economic behavior & organization : JEBO
84
The North American journal of economics and finance : a journal of financial economics studies
83
The journal of futures markets
75
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ECONIS (ZBW)
83
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83
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1
Supranational rules, national discretion : increasing versus inflating regulatory bank capital?
Gropp, Reint
;
Mosk, Thomas
;
Ongena, Steven
;
Simac, Ines
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 830-862
Persistent link: https://www.econbiz.de/10014520127
Saved in:
2
A single-factor consumption-based asset pricing model
Delikouras, Stefanos
;
Kostakis, Alexandros
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
Saved in:
3
Best of the best : a comparison of factor models
Ahmed, Shamim
;
Bu, Ziwen
;
Tsvetanov, Daniel
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1713-1758
Persistent link: https://www.econbiz.de/10012139944
Saved in:
4
Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
5
Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing
;
Lu, Lei
;
Zhou, Yi
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
Saved in:
6
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
7
Volatility-of-volatility risk
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2423-2452
Persistent link: https://www.econbiz.de/10012165915
Saved in:
8
New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
Saved in:
9
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
10
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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