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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~subject:"Rational expectations"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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CAPM
Rational expectations
Theorie
Theory
3,999
Estimation theory
1,691
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1,691
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778
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778
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712
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703
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557
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557
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471
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471
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462
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Phillips, Peter C. B.
36
Hommes, Cars H.
22
Pesaran, M. Hashem
19
Kort, Peter M.
18
Lee, Lung-fei
18
Gouriéroux, Christian
17
Koop, Gary
17
Yu, Jun
17
Ghysels, Eric
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Linton, Oliver
14
Timmermann, Allan
14
Brock, William A.
13
Gallegati, Mauro
12
Granger, C. W. J.
12
Renault, Eric
12
Tsionas, Efthymios G.
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Dufour, Jean-Marie
11
Khalaf, Lynda
11
Lütkepohl, Helmut
11
McAleer, Michael
11
Ng, Serena
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Turnovsky, Stephen J.
11
Westerhoff, Frank H.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Tauchen, George Eugene
10
Arifovic, Jasmina
9
Barnett, William A.
9
Bollerslev, Tim
9
Chiarella, Carl
9
Evans, George W.
9
Feichtinger, Gustav
9
Hong, Yongmiao
9
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(EC)2 Conference <1, 1990; 2, 1991>
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Conference Quantifying and Understanding Dysfunctions of Financial Markets <2010, Löwen>
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National Bureau of Economic Research
1
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1
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1
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1
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Journal of econometrics
Journal of economic dynamics & control
Economics letters
5,224
European journal of operational research : EJOR
4,902
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2,885
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2,330
The American economic review
2,275
Journal of economic behavior & organization : JEBO
2,247
International journal of production research
1,941
European economic review : EER
1,913
Games and economic behavior
1,873
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,829
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1,745
Journal of public economics
1,717
Applied economics
1,577
Journal of banking & finance
1,529
Management science : journal of the Institute for Operations Research and the Management Sciences
1,518
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,491
Journal of monetary economics
1,403
The economic journal : the journal of the Royal Economic Society
1,372
International economic review
1,358
Public choice
1,348
Social choice and welfare
1,309
International journal of production economics
1,287
Journal of international economics
1,246
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,197
International journal of industrial organization
1,174
American journal of agricultural economics
1,168
Journal of mathematical economics
1,159
Journal of macroeconomics
1,138
Applied economics letters
1,105
The Canadian journal of economics
1,069
Journal of financial economics
1,047
Journal of political economy
1,040
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1,031
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,012
Operations research letters
1,009
Energy economics
1,008
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1,007
Insurance / Mathematics & economics
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ECONIS (ZBW)
4,151
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1
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4,151
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1
Artificial neural networks to solve dynamic programming problems : a bias-corrected Monte Carlo operator
Pascal, Julien
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015050296
Saved in:
2
Asymmetric information in frictional markets for liquidity : collateralized credit vs asset sale
Madison, Florian
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532427
Saved in:
3
Believe me when I say green! : heterogeneous expectations and climate policy uncertainty
Campiglio, Emanuele
;
Lamperti, Francesco
;
Terranova, Roberta
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015051143
Saved in:
4
Can passive monetary policy decrease the debt burden?
Mao, Ruoyun
;
Shen, Wenyi
;
Yang, Shu-Chun S.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532404
Saved in:
5
Capital income taxation and reforming social security in an OLG economy
Makarski, Krzysztof
;
Tyrowicz, Joanna
;
Komada, Oliwia
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015051127
Saved in:
6
Counterparty choice, maturity shifts and market freezes : lessons from the European interbank market
Saroyan, Susanna
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014532482
Saved in:
7
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
8
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050835
Saved in:
9
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
10
Financial crises with different collateral types
Shah, Rohan
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015051269
Saved in:
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