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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:"Sarno, Lucio"
~subject:"Risikoprämie"
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Search: subject_exact:"Capital asset pricing model"
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Risikoprämie
CAPM
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Capital income
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Kapitaleinkommen
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Risk premium
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Estimation
4
Exchange rate risk
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Schätzung
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asset pricing
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omitted factors
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measure-ment error
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Sarno, Lucio
Zinna, Gabriele
4
Lettau, Martin
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Nucera, Federico
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Bansal, Ravi
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Cogley, Timothy
2
Li, Jun
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Lustig, Hanno
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Yu, Jianfeng
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Adam, Klaus
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Andreasen, Martin Møller
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Barbu, Alexandru
1
Barillas, Francisco
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Bartram, Söhnke M.
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Baumeister, Christiane
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Bernoth, Kerstin
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Bhamra, Harjoat Singh
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Canova, Fabio
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Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
EMG working paper series
Journal of monetary economics
Journal of economic dynamics & control
1
Temi di discussione / Banca d'Italia
1
The review of financial studies
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ECONIS (ZBW)
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Systematic intervention and currency risk premia
Fratzscher, Marcel
;
Heidland, Tobias
;
Menkhoff, Lukas
; …
-
2021
Persistent link: https://www.econbiz.de/10013187819
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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/10014235331
Saved in:
5
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
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