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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of monetary economics"
~person:"Kandel, Shmuel"
~person:"Liu, Hening"
~person:"Lustig, Hanno"
~person:"Otrok, Christopher M."
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Search: subject_exact:"Capital asset pricing model"
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9
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5
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Kandel, Shmuel
Liu, Hening
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6
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5
Koedijk, Kees
5
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ECONIS (ZBW)
9
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1
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
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2
Comment on "Growth uncertainty, generalized disappointment aversion and production-based asset pricing"
Lochstoer, Lars A.
- In:
Journal of monetary economics
69
(
2015
),
pp. 90-96
Persistent link: https://www.econbiz.de/10011326681
Saved in:
3
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening
;
Miao, Jianjun
- In:
Journal of monetary economics
69
(
2015
),
pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
Saved in:
4
Business cycle variation in the risk-return trade-off
Lustig, Hanno
;
Verdelhan, Adrien
- In:
Journal of monetary economics
59
(
2012
),
pp. 35-49
Persistent link: https://www.econbiz.de/10009716571
Saved in:
5
A generalized volatility bound for dynamic economies
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10003614141
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6
The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk
;
Lustig, Hanno
-
2006
Persistent link: https://www.econbiz.de/10003394805
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7
A variance ratio related prediction tool with application to the nyse index 1825 - 2002
Zilca, Shlomo
;
Kandel, Shmuel
-
2004
Persistent link: https://www.econbiz.de/10002452181
Saved in:
8
Habit formation : a resolution of the equity premium puzzle?
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
49
(
2002
)
6
,
pp. 1261-1288
Persistent link: https://www.econbiz.de/10001700859
Saved in:
9
Asset returns and intertemporal preferences
Kandel, Shmuel
- In:
Journal of monetary economics
27
(
1991
)
1
,
pp. 39-71
Persistent link: https://www.econbiz.de/10001105749
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