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~language:"eng"
~language:"sqi"
~person:"Bali, Turan G."
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Konjunktur"
~subject:"Lernprozess"
~subject:"Monetary policy"
~subject:"Neue politische Ökonomie"
~subject:"Rational expectations"
~subject:"United States"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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CAPM
Dynamic equilibrium
EU-Staaten
Konjunktur
Lernprozess
Monetary policy
Neue politische Ökonomie
Rational expectations
United States
Capital income
42
Kapitaleinkommen
42
USA
32
Volatility
25
Volatilität
25
Estimation
23
Schätzung
23
Theorie
20
Theory
20
Börsenkurs
19
Risiko
19
Risk
19
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19
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13
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Risikoprämie
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Hedgefonds
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Bali, Turan G.
Gupta, Rangan
225
Cebula, Richard J.
184
De Grauwe, Paul
163
Eichengreen, Barry
161
Bahmani-Oskooee, Mohsen
148
Belke, Ansgar
145
Goodhart, Charles A. E.
141
Gros, Daniel
141
Poterba, James M.
139
Arestis, Philip
136
Apergēs, Nikolaos
127
Bordo, Michael D.
123
Hughes Hallett, Andrew
118
Gil-Alaña, Luis A.
112
Auerbach, Alan J.
111
Neumark, David
110
Viscusi, W. Kip
107
Cutler, David M.
106
Feldstein, Martin S.
105
Siklos, Pierre L.
102
Haan, Jakob de
101
Gruber, Jonathan
100
Fabozzi, Frank J.
99
Glaeser, Edward L.
99
Jorgenson, Dale Weldeau
98
Uri, Noel Dean
98
Hagen, Jürgen von
97
Serletis, Apostolos
97
Wohar, Mark E.
97
Audretsch, David B.
95
Caporale, Guglielmo Maria
93
Freeman, Richard B.
91
Taylor, John B.
90
Krueger, Alan B.
89
Minford, Patrick
88
Burkhauser, Richard V.
87
Hsing, Yu
86
Madura, Jeff
86
Payne, James E.
86
Slemrod, Joel
86
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Journal of financial economics
6
The journal of futures markets
6
Journal of financial and quantitative analysis : JFQA
5
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The review of financial studies
3
Journal of economics & business
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The journal of portfolio management : a publication of Institutional Investor
2
Applied economics letters
1
China finance review international
1
Current directions in financial regulation : [papers presented at the Conference Current Directions in Financial Regulation, held in Toronto, Ont., May 13 - 14, 2004]
1
Economics letters
1
Financial management
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Review of asset pricing studies
1
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The review of economics and statistics
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ECONIS (ZBW)
50
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21
Asymmetric crime cycles
Mocan, Naci
;
Bali, Turan G.
- In:
The review of economics and statistics
92
(
2010
)
4
,
pp. 899-911
Persistent link: https://www.econbiz.de/10008746365
Saved in:
22
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
23
The role of exchange rates in intertemporal risk-return relations
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1670-1686
Persistent link: https://www.econbiz.de/10009239632
Saved in:
24
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
25
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
26
Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
Saved in:
27
The intertemporal relation between expected returns and risk
Bali, Turan G.
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 101-131
Persistent link: https://www.econbiz.de/10003628885
Saved in:
28
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Saved in:
29
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
30
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
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