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~isPartOf:"Applied financial economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Business cycle"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject_exact:"Capital asset pricing model"
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Business cycle
Schätztheorie
CAPM
257
Theorie
148
Theory
148
Capital income
77
Kapitaleinkommen
77
Risikoprämie
54
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54
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Bandi, Federico M.
2
Grammig, Joachim
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2
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Applied financial economics letters
Journal of econometrics
Journal of monetary economics
Review of quantitative finance and accounting
Journal of financial economics
19
The journal of finance : the journal of the American Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
The review of financial studies
11
Journal of economic dynamics & control
10
Economics letters
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial markets and portfolio management
4
Journal of political economy
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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Swiss journal of economics and statistics
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The financial review : the official publication of the Eastern Finance Association
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The journal of futures markets
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Advances in futures and options research : a research annual
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Advances in investment analysis and portfolio management : a research annual
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Annals of financial economics
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Applied mathematical finance
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38
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1
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
2
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
3
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
4
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
5
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
6
Generalized aggregation of misspecified models : with an application to asset pricing
Gospodinov, Nikolaj
;
Maasoumi, Esfandiar
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10012619705
Saved in:
7
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
8
Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje
;
Grammig, Joachim
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
Saved in:
9
The role of learning for asset prices and business cycles
Winkler, Fabian
- In:
Journal of monetary economics
114
(
2020
),
pp. 42-58
Persistent link: https://www.econbiz.de/10012494857
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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