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~institution:"Institute of Finance and Accounting <London>"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"Rodney L. White Center for Financial Research"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Wechselkurs"
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CAPM
Estimation theory
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Theorie
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Theory
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16
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Brandt, Michael W.
4
Diebold, Francis X.
4
Acharya, Viral V.
2
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
León Valle, Ángel Manuel
1
Marco, Paulina
1
Nieto, Belén
1
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1
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1
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1
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1
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1
Santa-Clara, Pedro
1
Sercu, Piet
1
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1
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1
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Institution
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Institute of Finance and Accounting <London>
Instituto Valenciano de Investigaciones Económicas
Rodney L. White Center for Financial Research
National Bureau of Economic Research
439
Ekonomiska forskningsinstitutet <Stockholm>
36
European University Institute / Department of Economics
32
Umeå universitet
22
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Institut für Weltwirtschaft
13
Internationaler Währungsfonds / Research Department
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
University of Exeter / Department of Economics
11
Universität Basel / Institut für Statistik und Ökonometrie
11
Birkbeck College / Department of Economics
10
Centre for Analytical Finance <Århus>
10
Forschungsinstitut zur Zukunft der Arbeit
10
Chambre de commerce et d'industrie de Paris
9
Deutsche Forschungsgemeinschaft
9
Umeå Universitet / Institutionen för Nationalekonomi
8
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
International Monetary Fund
7
Erasmus Research Institute of Management
6
Federal Reserve System / Board of Governors
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitetet i Oslo / Økonomisk institutt
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre for Microdata Methods and Practice <London>
5
Centre for Quantitative Economics & Computing
5
Federal Reserve Bank of New York
5
Københavns Universitet / Økonomisk Institut
5
Rutgers University / Department of Economics
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
5
University of Chicago / Center for Research in Security Prices
5
Australian National University / Faculty of Economics and Commerce
4
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Published in...
All
Working papers / Rodney L. White Center for Financial Research
9
IFA working paper
6
Working papers / Instituto Valenciano de Investigaciones Económicas
4
Source
All
ECONIS (ZBW)
19
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1
Asset pricing with liquidity risk
Acharya, Viral V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729469
Saved in:
2
Entrepreneurial incentives in stock market economies
Acharya, Viral V.
(
contributor
);
Bisin, Alberto
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700350
Saved in:
3
The consumption-wealth and book-to-market ratios in a dynamic asset pricing context
Nieto, Belén
(
contributor
);
Rodríguez, Rosa
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001702858
Saved in:
4
Capital market equilibrium with differential taxation
Başak, Suleyman
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705450
Saved in:
5
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
6
Systemic risk and international portfolio choice
Das, Sanjiv R.
(
contributor
);
Uppal, Raman
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700273
Saved in:
7
The exchange rate and purchasing power parity : extending the theory and tests
Apte, Prakash Gajanan
(
contributor
);
Sercu, Piet
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700368
Saved in:
8
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
9
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
10
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
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