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~person:"Guidolin, Massimo"
~subject:"CAPM"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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4
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Guidolin, Massimo
Zaremba, Adam
24
Bansal, Ravi
11
Cakici, Nusret
9
Fabozzi, Frank J.
9
Bali, Turan G.
8
Gupta, Rangan
8
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8
Rubio, Gonzalo
8
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7
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7
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7
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7
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7
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6
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6
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6
Guo, Hui
6
Harvey, Campbell R.
6
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6
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6
Lustig, Hanno
6
Prat, Georges
6
Robotti, Cesare
6
Santa-Clara, Pedro
6
Tai, Chu-sheng
6
Wagner, Niklas F.
6
Amihud, Yakov
5
Ang, Andrew
5
Apergēs, Nikolaos
5
Bollerslev, Tim
5
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5
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5
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5
Croce, Mariano M.
5
Ilmanen, Antti
5
Kelly, Bryan T.
5
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5
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5
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Journal of economics & business
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
6
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1
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
2
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
3
Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
2
,
pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
Saved in:
4
Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo
;
Ono, Sadayuki
- In:
Journal of economics & business
58
(
2006
)
5/6
,
pp. 480-518
Persistent link: https://www.econbiz.de/10003374308
Saved in:
5
Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo
- In:
Journal of economics & business
58
(
2006
)
2
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
Saved in:
6
High equity premia and crash fears : rational foundations
Guidolin, Massimo
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
3
,
pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
Saved in:
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