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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"EMG working paper series"
~isPartOf:"Journal of monetary economics"
~person:"De Groot, Oliver"
~person:"Sarno, Lucio"
~subject:"Risikoprämie"
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Search: subject_exact:"Capital asset pricing model"
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Risikoprämie
CAPM
7
Capital income
7
Kapitaleinkommen
7
Risk premium
6
Estimation
4
Exchange rate risk
4
Schätzung
4
Theorie
4
Theory
4
Währungsrisiko
4
Yield curve
4
Zinsstruktur
4
Currency risk premia
3
Devisenmarkt
3
Foreign exchange market
3
asset pricing
3
omitted factors
3
measure-ment error
2
weak factors
2
Asset Pricing
1
Börsenkurs
1
Capital-Asset-Pricing-Modell
1
Equity premium puzzle
1
Equity-Premium-Puzzle
1
Exchange rate policy
1
Foreign exchange intervention
1
Government securities
1
International financial market
1
Internationaler Finanzmarkt
1
Internationaler Kreditmarkt
1
Kapitaleinkünfte
1
Market integration
1
Marktintegration
1
Portfolio selection
1
Portfolio-Management
1
Public bond
1
Risiko
1
Risk
1
Risk-Free Rate Puzzle
1
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2
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Book / Working Paper
6
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6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
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De Groot, Oliver
Sarno, Lucio
Zinna, Gabriele
4
Lettau, Martin
3
Nucera, Federico
3
Bansal, Ravi
2
Cogley, Timothy
2
Li, Jun
2
Lustig, Hanno
2
Yu, Jianfeng
2
Zechner, Josef
2
Abel, Andrew B.
1
Adam, Klaus
1
Andreasen, Martin Møller
1
Andreou, Elena
1
Atilgan, Yigit
1
Bali, Turan G.
1
Barbu, Alexandru
1
Barillas, Francisco
1
Bartram, Söhnke M.
1
Baumeister, Christiane
1
Bekaert, Geert
1
Benigno, Pierpaolo
1
Bernoth, Kerstin
1
Bhamra, Harjoat Singh
1
Bianchi, Daniele
1
Caballero, Ricardo J.
1
Canova, Fabio
1
Cecchetti, Stephen G.
1
Chaderina, Maria
1
Chien, YiLi
1
Croce, Mariano M.
1
Dahlquist, Magnus
1
Danthine, Jean-Pierre
1
De Nicolò, Gianni
1
De Polis, Andrea
1
Delikouras, Stefanos
1
Demirtas, Ozgur
1
Distaso, Walter
1
Djuranovik, Leslie
1
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Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
EMG working paper series
Journal of monetary economics
CDMA working paper series
2
School of Economics and Finance discussion paper
2
Journal of economic dynamics & control
1
Quantitative economics : QE ; journal of the Econometric Society
1
Temi di discussione / Banca d'Italia
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
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ECONIS (ZBW)
6
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Systematic intervention and currency risk premia
Fratzscher, Marcel
;
Heidland, Tobias
;
Menkhoff, Lukas
; …
-
2021
Persistent link: https://www.econbiz.de/10013187819
Saved in:
2
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2021
Persistent link: https://www.econbiz.de/10013187820
Saved in:
3
Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
4
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
5
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
6
Valuation risk revalued
De Groot, Oliver
;
Richter, Alexander W.
;
Throckmorton, …
-
2020
Persistent link: https://www.econbiz.de/10012221708
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