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~institution:"Centre for Economic Policy Research"
~institution:"Universität Regensburg / Wirtschaftswissenschaftliche Fakultät"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Search: subject:"CAPM"
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CAPM
3
Capital-Asset-Pricing-Modell
2
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
1973-1990
1
1975-2001
1
Aktie
1
Aktienindex
1
Comparison
1
Deutschland
1
Eigenkapital
1
Estimation
1
Exchange rate
1
Germany
1
Großbritannien
1
Inflation
1
Inflation rate
1
Inflationsrate
1
OECD countries
1
OECD-Staaten
1
Portfolio selection
1
Portfolio-Management
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
Stock index
1
USA
1
United Kingdom
1
United States
1
Vergleich
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Undetermined
2
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Book / Working Paper
5
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Arbeitspapier
Fallstudie
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Aufsatzsammlung
1
Collection of articles of several authors
1
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1
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Language
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English
3
German
2
Author
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Hamerle, Alfred
3
Rösch, Daniel
3
Vassalou, Maria
1
Wickens, Michael R.
1
Institution
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Centre for Economic Policy Research
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
National Bureau of Economic Research
35
Institute of Finance and Accounting <London>
9
Federal Reserve Bank of St. Louis
8
University of Chicago / Center for Research in Security Prices
8
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Rodney L. White Center for Financial Research
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Stanford Institute for Economic Policy Research
4
Center for Economic Research <Tilburg>
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of San Francisco
3
Institut for Finansiering <Frederiksberg>
3
Instituto Valenciano de Investigaciones Económicas
3
Københavns Universitet / Økonomisk Institut
3
Nationalekonomiska Institutionen <Lund>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of Hong Kong / School of Economics and Finance
3
University of York / Department of Economics and Related Studies
3
Université de Montréal / Département de sciences économiques
3
Bank of England / Monetary Analysis Division
2
Boston College / Department of Economics
2
Carleton University / Department of Economics
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
INSEAD
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Institutet för Internationell Ekonomi <Stockholm>
2
Internationaler Währungsfonds / Policy Development and Review Department
2
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Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
Discussion paper / Centre for Economic Policy Research
2
Source
All
ECONIS (ZBW)
5
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5
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1
Exchange rate and foreign inflation risk premiums in global equity returns
Vassalou, Maria
-
2000
Persistent link: https://www.econbiz.de/10013423081
Saved in:
2
Market proxy inefficiency and tests of beta-pricing models based on the cross-section returns
Hamerle, Alfred
-
1998
Persistent link: https://www.econbiz.de/10013453323
Saved in:
3
Ineffizienz des Indexportefeuilles und Rendite-Risiko-Beziehung
Hamerle, Alfred
-
1995
Persistent link: https://www.econbiz.de/10013408488
Saved in:
4
Microeconomic sources of equity risk
Wickens, Michael R.
-
2003
Persistent link: https://www.econbiz.de/10013424340
Saved in:
5
Das Surrogatproblem bei
CAPM
-Tests : Konsequenzen der Nichtbeobachtbarkeit des Marktportefeuilles bei der empirischen Validierung des
CAPM
Hamerle, Alfred
-
1995
Persistent link: https://www.econbiz.de/10013456154
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