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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Volatility"
~type:"book"
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Subject
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CAPM
Schätzung
Theorie
Volatility
Estimation
72
Theory
72
Time series analysis
53
Zeitreihenanalyse
53
Volatilität
46
Aktienmarkt
45
Stock market
45
USA
43
United States
43
Börsenkurs
40
Share price
40
Großbritannien
39
United Kingdom
39
Welt
39
World
39
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38
EU-Staaten
38
Capital income
34
Kapitaleinkommen
34
Cointegration
28
Kointegration
28
Economic growth
27
Wirtschaftswachstum
27
Financial crisis
26
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26
Emerging economies
22
Schwellenländer
22
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19
ARCH-Modell
19
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19
Bankenkrise
19
Banking crisis
19
Panel
18
Panel study
18
fractional integration
17
Efficient market hypothesis
16
Effizienzmarkthypothese
16
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165
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1,244
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165
Working Paper
165
Graue Literatur
139
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139
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1
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
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1
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English
166
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Caporale, Guglielmo Maria
95
Gil-Alaña, Luis A.
49
Spagnolo, Nicola
18
Hunter, John
8
Plastun, Alex
8
Spagnolo, Fabio
7
Davis, E. Philip
6
Iossa, Elisabetta
6
Ali, Faek Menla
5
Barrell, Ray
4
Beirne, John
4
Bennett, John
4
Carcel, Hector
4
Fidrmuc, Jan
4
Girardi, Alessandro
4
Gregoriou, Andros
4
Martin, Christopher Ian
4
Moore, Tomoe
4
Skinner, Frank S.
4
Balparda, Borja
3
Bhaumik, Sumon Kumar
3
Cuñado Eizaguirre, Juncal
3
Ghosh, Sugata
3
Gounopoulos, Dimitrios
3
Ioannidis, Christos
3
Karim, Dilruba
3
Milas, Costas
3
Wu, Feng
3
Barros, Carlos Pestana
2
Booth, Laurence D.
2
Burke, Simon P.
2
Canepa, Alessandra
2
Chatterjee, Santanu
2
Ciferri, Davide
2
Costantini, Mauro
2
Di Colli, Stefano
2
Estrin, Saul
2
Georgellis, Yannis
2
Hanck, Christoph
2
Karanasos, Menelaos
2
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Economics and finance working paper series
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
2,827
Discussion paper series / IZA
2,333
Working paper
1,542
CESifo working papers
1,142
Discussion paper
1,133
Discussion papers / CEPR
1,126
Working paper / National Bureau of Economic Research, Inc.
1,072
SpringerLink / Bücher
1,069
NBER working paper series
1,021
NBER Working Paper
953
Finance and economics discussion series
908
Working paper series
795
Discussion papers in economics
777
Working Paper
709
Working papers in economics
679
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
672
EUI working paper / ECO
511
Working papers
502
Europäische Hochschulschriften / 5
496
Springer eBook Collection / Business and Economics
471
Discussion paper / University of British Columbia, Department of Economics
459
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
458
Discussion paper / Tinbergen Institute
455
Warwick economic research papers
446
Cambridge working papers in economics
444
Cowles Foundation discussion paper
435
Research paper / University of Melbourne, Department of Economics
426
Lecture notes in economics and mathematical systems : LNEMS
405
Economics working paper
385
Kiel Working Paper
385
Discussion paper series
350
Economics / Discussion papers : the open-access, open-assessment e-journal
349
Working papers / TSE : WP
343
Department of Economics discussion paper series / University of Oxford
333
Discussion paper / School of Economics, The University of New South Wales
333
The international library of critical writings in economics
332
An Elgar reference collection
326
Kiel working paper
325
CREATES research paper
317
Economics discussion papers
317
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ECONIS (ZBW)
166
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1
Exchange rates and bilateral FDI : gravity models of bilateral FDI in high income economies
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011656654
Saved in:
2
Trade flows and trade specialization : the case of China
Caporale, Guglielmo Maria
;
Sova, Anamaria
;
Sova, Robert
-
2015
Persistent link: https://www.econbiz.de/10010520744
Saved in:
3
International capital markets structure, preferences and puzzles : the US-China case
Caporale, Guglielmo Maria
;
Donadelli, Michael
;
Varani, …
-
2014
Persistent link: https://www.econbiz.de/10010241355
Saved in:
4
The simple micro-
economics
of public-private partnerships
Iossa, Elisabetta
;
Martimort, David
-
2009
Persistent link: https://www.econbiz.de/10003799855
Saved in:
5
Environmental regulation and competitiveness : evidence from Romania
Caporale, Guglielmo Maria
;
Rault, Christophe
;
Sova, Robert
-
2010
Persistent link: https://www.econbiz.de/10003979886
Saved in:
6
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
7
Reference-dependent preferences in the public and private sectors : a nonlinear perspective
Georgellis, Yannis
;
Gregoriou, Andros
;
Tsitsianis, Nikolaos
-
2009
Persistent link: https://www.econbiz.de/10003854141
Saved in:
8
Persistence and cyclical dependence in the monthly Euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009387257
Saved in:
9
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Gregoriou, A.
(
contributor
);
Ioannidis, C.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001768430
Saved in:
10
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
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