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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Emerging markets review"
~isPartOf:"Journal of monetary economics"
~subject:"Incomplete market"
~subject:"Marktintegration"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital asset pricing model"
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1
The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Zaremba, Adam
;
Maydybura, Alina
- In:
Emerging markets review
38
(
2019
),
pp. 219-238
Persistent link: https://www.econbiz.de/10012312748
Saved in:
2
Anomalies and market (dis)integration
Choi, Jaewon
;
Kim, Yongjune
- In:
Journal of monetary economics
100
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10012109060
Saved in:
3
Time-varying idiosyncratic risk and aggregate consumption dynamics
McKay, Alisdair
- In:
Journal of monetary economics
88
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011799145
Saved in:
4
Evaluating international consumption risk sharing gains : an asset return view
Lewis, Karen K.
;
Liu, Edith X.
- In:
Journal of monetary economics
71
(
2015
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
Saved in:
5
Money and asset prices with uninsurable risks
Jacquet, Nicolas Laurent
;
Tan, Serene
- In:
Journal of monetary economics
59
(
2012
)
8
,
pp. 784-797
Persistent link: https://www.econbiz.de/10009703334
Saved in:
6
Financial integration and currency risk premium in CEECs : evidence from the ICAPM
Boubakri, Salem
;
Guillaumin, Cyriac
- In:
Emerging markets review
12
(
2011
)
4
,
pp. 460-484
Persistent link: https://www.econbiz.de/10009504884
Saved in:
7
Market integration in developed and emerging markets : evidence from the CAPM
Bruner, Robert F.
;
Li, Wei
;
Kritzman, Mark
;
Myrgren, Simon
- In:
Emerging markets review
9
(
2008
)
2
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003723962
Saved in:
8
Asset pricing with undiversifiable income risk and short sales constraints : deepening the equity premium puzzle
Lucas, Deborah J.
- In:
Journal of monetary economics
34
(
1994
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10001175097
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