//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of economics and statistics"
~person:"Hong, Harrison G."
~person:"Longstaff, Francis A."
~person:"Spagnolo, Nicola"
~subject:"CAPM"
~subject:"United States"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
CAPM
United States
Volatility
Volatilität
18
USA
15
Börsenkurs
13
Share price
13
Aktienmarkt
12
Stock market
12
Theorie
12
Theory
12
Capital income
10
Kapitaleinkommen
10
Estimation
8
Schätzung
8
Spillover effect
7
Spillover-Effekt
7
ARCH model
6
ARCH-Modell
6
Ankündigungseffekt
6
Announcement effect
6
Yield curve
6
Zinsstruktur
6
Anlageverhalten
5
Behavioural finance
5
Exchange rate
5
Financial crisis
5
Finanzkrise
5
International financial market
5
Internationaler Finanzmarkt
5
Risikoprämie
5
Risk premium
5
Wechselkurs
5
Welt
5
World
5
Ansteckungseffekt
4
Contagion effect
4
EU countries
4
EU-Staaten
4
Emerging economies
4
more ...
less ...
Online availability
All
Free
16
Undetermined
2
Type of publication
All
Article
17
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
33
Author
All
Hong, Harrison G.
Longstaff, Francis A.
Spagnolo, Nicola
Caporale, Guglielmo Maria
59
Gil-Alaña, Luis A.
30
Stulz, René M.
13
Fama, Eugene F.
12
DeAngelo, Harry
11
DeAngelo, Linda
11
French, Kenneth Ronald
11
Chordia, Tarun
10
Harvey, Campbell R.
10
Rosenthal, Stuart S.
10
Lerner, Joshua
9
Pedersen, Lasse Heje
9
Bali, Turan G.
8
Bollerslev, Tim
8
Denis, David J.
8
Kothari, S. P.
8
McConnell, John J.
8
Shanken, Jay
8
Subrahmanyam, Avanidhar
8
Barclay, Michael J.
7
Bessembinder, Hendrik
7
Ferson, Wayne E.
7
Graham, John R.
7
Haltiwanger, John C.
7
Hunter, John
7
Moskowitz, Tobias J.
7
Ritter, Jay
7
Schultz, Paul H.
7
Spagnolo, Fabio
7
Stein, Jeremy C.
7
Viscusi, W. Kip
7
Bakshi, Gurdip S.
6
Campbell, John Y.
6
Christoffersen, Peter F.
6
Evans, William N.
6
Ghysels, Eric
6
Gompers, Paul A.
6
more ...
less ...
Published in...
All
Economics and finance working paper series
Journal of financial economics
The review of economics and statistics
Economics letters
4
Journal of monetary economics
2
Review of international economics
2
The review of financial studies
2
Applied economics letters
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Fisher College of Business working paper series
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
NBER working paper series
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of economics
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of economics
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
2
Multiple equilibria and term structure models
Longstaff, Francis A.
- In:
Journal of financial economics
32
(
1992
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
Saved in:
3
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
4
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
5
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448291
Saved in:
6
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448305
Saved in:
7
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
8
International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011448184
Saved in:
9
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
10
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->