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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~isPartOf:"Working papers / Institute for International Political Economy"
~person:"Pesaran, M. Hashem"
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Experiment"
~subject:"Financial crisis"
~subject:"Forecasting model"
~subject:"Investment-based asset pricing"
~subject:"United States"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
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CAPM
Experiment
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Pesaran, M. Hashem
Timmermann, Allan
McAleer, Michael
41
Guidolin, Massimo
19
Mumtaz, Haroon
17
Garrett, Thomas Andrew
16
Guo, Hui
16
Neely, Christopher J.
15
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15
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14
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14
Wen, Yi
14
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13
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13
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13
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12
He, Xue-zhong
12
Dueker, Michael
11
Torgler, Benno
11
Wall, Howard J.
11
Wheelock, David C.
11
Wheeler, Christopher H.
10
Anderson, Richard G.
9
Blazsek, Szabolcs
9
Pollitt, Michael G.
9
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8
Mohaddes, Kamiar
8
Allen, David E.
7
Bastianin, Andrea
7
Bullard, James Brian
7
Herr, Hansjörg
7
Nelson, Edward
7
Nguyen, Hoang
7
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7
Harvey, Andrew C.
6
Hernández-Murillo, Rubén
6
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6
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6
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6
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Cambridge working papers in economics
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Working paper
Working papers / Institute for International Political Economy
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5
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3
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ECONIS (ZBW)
31
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1
Uncertainty and economic activity : a global perspective
Pesaran, M. Hashem
;
Cesa-Bianchi, Ambrogio
;
Rebucci, …
-
2014
Persistent link: https://www.econbiz.de/10010356264
Saved in:
2
What if the UK had joined the euro in 1999? : An empirical evaluation using a Global VAR
Pesaran, M. Hashem
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002846329
Saved in:
3
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
4
Econometric analysis of production networks with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
-
2016
Persistent link: https://www.econbiz.de/10011630768
Saved in:
5
Double-question survey measures for the analysis of financial bubbles and crashes
Pesaran, M. Hashem
;
Johnsson, Ida
-
2016
Persistent link: https://www.econbiz.de/10011630772
Saved in:
6
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130
Saved in:
7
One hundred years of oil income and the Iranian economy : a curse or a blessing?
Mohaddes, Kamiar
;
Pesaran, M. Hashem
-
2013
Persistent link: https://www.econbiz.de/10009737728
Saved in:
8
Econometric issues in the analysis of contagion
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001877340
Saved in:
9
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
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