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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Bae, Joon Woo"
~person:"Prokopczuk, Marcel"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Yield curve
Schätzung
Capital income
2
Estimation
2
Kapitaleinkommen
2
Beta risk
1
Betafaktor
1
CAPM
1
Capital market returns
1
Devisenmarkt
1
Forecast
1
Forecasting model
1
Foreign exchange market
1
Information dissemination
1
Informationsverbreitung
1
Kapitalmarktrendite
1
Prognose
1
Prognoseverfahren
1
Theorie
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Theory
1
beta estimation
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conditional CAPM
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currency information
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foreign operations
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high-frequency data
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return predictability
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Aufsatz in Zeitschrift
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Bae, Joon Woo
Prokopczuk, Marcel
Agarwal, Sumit
3
Hasler, Michael
3
Yang, Liyan
3
Zhou, Guofu
3
Bali, Turan G.
2
Ben-David, Itzhak
2
Cen, Ling
2
Da, Zhi
2
Jagannathan, Ravi
2
Joslin, Scott
2
Khwaja, Ahmed
2
Massa, Massimo
2
Sadka, Gil
2
Subrahmanyam, Avanidhar
2
Tang, Yi
2
Trojani, Fabio
2
Tu, Jun
2
Vulcano, Gustavo
2
Wei, K. C. John
2
Zhang, Chu
2
Agarwal, Ashish
1
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1
Ahmed, Anwer S.
1
Albuquerque, Rui
1
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1
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1
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1
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1
Ayyagari, Meghana
1
Badertscher, Brad A.
1
Bakshi, Gurdip S.
1
Ball, Ryan T.
1
Banal-Estañol, Albert
1
Basak, Gopal Krishna
1
Bekaert, Geert
1
Belenzon, Sharon
1
Berardi, Andrea
1
Berbeglia, Gerardo
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
7
Energy economics
1
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of international money and finance
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The Quarterly Journal of Finance : QJF
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ECONIS (ZBW)
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Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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2
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
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