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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~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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170
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56
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56
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52
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38
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Athanasoulis, Stefano
1
Blanchet-Scalliet, Christophette
1
Challe, Edouard
1
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1
Consiglio, Andrea
1
El Karoui, Nicole
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Faia, Ester
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Discussion paper / Centre for Economic Policy Research
Journal of economic dynamics & control
Journal of monetary economics
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16
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13
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ECONIS (ZBW)
13
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1
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:
2
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
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
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
7
Endogenous participation risk in speculative markets
Challe, Edouard
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2148-2164
Persistent link: https://www.econbiz.de/10003732900
Saved in:
8
Optimal interest rate rules, asset prices, and credit frictions
Faia, Ester
;
Monacelli, Tommaso
- In:
Journal of economic dynamics & control
31
(
2007
)
10
,
pp. 3228-3254
Persistent link: https://www.econbiz.de/10003569372
Saved in:
9
Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of economic dynamics & control
29
(
2005
)
10
,
pp. 1737-1764
Persistent link: https://www.econbiz.de/10003128383
Saved in:
10
Asset pricing from primitives : closed form solutions to asset prices, consumption, and portfolio demands
Athanasoulis, Stefano
- In:
Journal of economic dynamics & control
29
(
2005
)
3
,
pp. 423-447
Persistent link: https://www.econbiz.de/10002611179
Saved in:
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