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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of monetary economics"
~person:"Belo, Frederico"
~person:"Sarno, Lucio"
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Search: subject_exact:"Capital asset pricing model"
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7
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6
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6
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3
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Belo, Frederico
Sarno, Lucio
Acharya, Viral V.
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Koedijk, Kees
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Lettau, Martin
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Başak, Suleyman
5
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Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
Journal of monetary economics
The review of financial studies
4
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2
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1
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1
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ECONIS (ZBW)
7
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1
The impact of heterogenous financial shocks on asset prices and corporate decisions
Belo, Frederico
;
Lin, Xiaoji
;
Salomão, Juliana
;
Yang, Fan
-
2024
Persistent link: https://www.econbiz.de/10015045717
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2
Estimating and testing investment-based asset pricing models
Belo, Frederico
;
Deng, Yao
;
Salomão, Juliana
-
2023
Persistent link: https://www.econbiz.de/10014286028
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
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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:
6
Production-based measures of risk for asset pricing
Belo, Frederico
- In:
Journal of monetary economics
57
(
2010
)
2
,
pp. 146-163
Persistent link: https://www.econbiz.de/10003966874
Saved in:
7
Asset prices and international spillovers : an empirical investigation
Sarno, Lucio
-
2004
Persistent link: https://www.econbiz.de/10013424414
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