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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and economics discussion series"
~subject:"CAPM"
~type:"book"
~type_genre:"Non-commercial literature"
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Search: subject:"Risikoprämie"
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CAPM
Risikoprämie
170
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Lettau, Martin
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ECONIS (ZBW)
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1
Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
2
Cash-hedged stock returns
Ross, Chase P.
;
Ross, Landon J.
;
Ross, Sharon Y.
-
2022
Persistent link: https://www.econbiz.de/10013414147
Saved in:
3
Consumption-based asset pricing when consumers make mistakes
Anderson, Christopher
-
2021
Persistent link: https://www.econbiz.de/10012608524
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4
Intermeeting rate cuts as a response to rare disasters
Miller, David S.
-
2020
Persistent link: https://www.econbiz.de/10012389445
Saved in:
5
A likelihood-based comparison of macro asset pricing models
Chen, Andrew Y.
;
Wasyk, Rebecca
;
Winkler, Fabian
-
2017
Persistent link: https://www.econbiz.de/10011708494
Saved in:
6
The equity premium, long-run risk, & optimal monetary policy
Diercks, Anthony M.
-
2015
Persistent link: https://www.econbiz.de/10011410110
Saved in:
7
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
8
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:
9
Volatility, labor heterogeneity and asset prices
Ochoa, Marcelo
-
2013
Persistent link: https://www.econbiz.de/10010431707
Saved in:
10
Learning, rare disasters, and asset prices
Lu, Yang K.
;
Siemer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010432467
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