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~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Business cycle"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Capital asset pricing model"
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Business cycle
Option pricing theory
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161
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94
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94
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52
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52
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39
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39
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Lee, Cheng F.
2
Lustig, Hanno
2
Chang, Chuang-chang
1
Chen, Sonnan
1
Chen, Yibing
1
Gu, Yuchi
1
Iraola, Miguel A.
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1
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Journal of monetary economics
Review of quantitative finance and accounting
International journal of theoretical and applied finance
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
18
Journal of economic dynamics & control
17
Journal of financial economics
17
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14
Journal of banking & finance
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Finance research letters
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International journal of financial engineering
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The European journal of finance
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The review of financial studies
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Journal of risk and financial management : JRFM
8
Mathematics and financial economics
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Risks : open access journal
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Asia-Pacific financial markets
7
Economics letters
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6
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6
The journal of futures markets
6
Insurance / Mathematics & economics
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5
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The journal of computational finance
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The journal of real estate finance and economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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1
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
2
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
3
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
4
The role of learning for asset prices and business cycles
Winkler, Fabian
- In:
Journal of monetary economics
114
(
2020
),
pp. 42-58
Persistent link: https://www.econbiz.de/10012494857
Saved in:
5
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
6
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:
7
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
Saved in:
8
Asset price volatility, price markups, and macroeconomic fluctuations
Iraola, Miguel A.
;
Santos Santos, Manuel
- In:
Journal of monetary economics
90
(
2017
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011799232
Saved in:
9
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
10
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:
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