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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The journal of financial research"
~subject:"USA"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
321
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203
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203
Capital income
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80
Risikoprämie
68
Risk premium
68
Börsenkurs
58
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58
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53
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53
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44
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44
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44
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Bianchi, Francesco
2
Ghysels, Eric
2
Ljungqvist, Alexander
2
Tucker, Alan L.
2
Adrian, Tobias
1
Aiyagari, Sudhakar Rao
1
Andrei, Daniel
1
Andreou, Elena
1
Bali, Turan G.
1
Barillas, Francisco
1
Bauer, Rob
1
Beltratti, Andrea
1
Bhamra, Harjoat Singh
1
Campbell, John Y.
1
Cecchetti, Stephen G.
1
Chance, Don M.
1
Chang, Yen-Cheng
1
Chatterjee, Sangit
1
Chiang, I-Hsuan Ethan
1
Cogley, Timothy
1
Cujean, Julien
1
Ehrhardt, Michael C.
1
Engle, Robert F.
1
Flood, Robert P.
1
Fournier, Mathieu
1
Friedman, Evan
1
Fuhrer, Jeffrey C.
1
Gertler, Mark
1
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1
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1
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1
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1
Heian, James B.
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Hsiao, Pei-Jie
1
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1
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1
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Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
Journal of economic theory
Journal of monetary economics
The journal of financial research
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
107
Working paper / National Bureau of Economic Research, Inc.
91
Journal of financial economics
43
Journal of financial and quantitative analysis : JFQA
35
The journal of futures markets
29
Journal of banking & finance
28
Advances in futures and options research : a research annual
21
Journal of political economy
21
Journal of empirical finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper
17
Journal of international money and finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The financial review : the official publication of the Eastern Finance Association
13
The journal of business : B
13
The journal of portfolio management : a publication of Institutional Investor
13
The journal of real estate finance and economics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Review of quantitative finance and accounting
12
Applied financial economics
11
Quarterly journal of business and economics : QJBE
11
Macroeconomic dynamics
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The European journal of finance
10
The journal of fixed income
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Advances in quantitative analysis of finance and accounting : a research annual
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International review of financial analysis
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Journal of economics & business
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Working papers / Rodney L. White Center for Financial Research
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American journal of agricultural economics
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Applied economics
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Finance and economics discussion series
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Journal of international financial markets, institutions & money
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NBER working paper series
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Review of futures markets
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ECONIS (ZBW)
44
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1
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:
2
Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2022
Persistent link: https://www.econbiz.de/10013271513
Saved in:
3
Testing disagreement models
Chang, Yen-Cheng
;
Hsiao, Pei-Jie
;
Ljungqvist, Alexander
; …
-
2020
Persistent link: https://www.econbiz.de/10012230238
Saved in:
4
The low-minus-high portfolio and the factor zoo
Andrei, Daniel
;
Cujean, Julien
;
Fournier, Mathieu
-
2019
Persistent link: https://www.econbiz.de/10012208010
Saved in:
5
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
6
Skewness and coskewness in bond returns
Chiang, I-Hsuan Ethan
- In:
The journal of financial research
39
(
2016
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10011537141
Saved in:
7
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
-
2015
Persistent link: https://www.econbiz.de/10011399218
Saved in:
8
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
9
The cost of capital of the financial sector
Adrian, Tobias
;
Friedman, Evan
;
Muir, Tyler
-
2015
Persistent link: https://www.econbiz.de/10011440918
Saved in:
10
Rare events, financial crises, and the cross-section of asset returns
Bianchi, Francesco
-
2015
Persistent link: https://www.econbiz.de/10010509639
Saved in:
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