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Search: subject:"dynamic asset pricing"
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CAPM
17
Dynamic asset pricing
14
Theorie
11
Theory
11
Börsenkurs
9
Share price
9
Capital income
8
Kapitaleinkommen
8
Risikoprämie
8
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8
dynamic asset pricing
8
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5
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intermediary asset pricing
5
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4
Behavioural finance
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Behavioral finance
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Broker-dealer leverage
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Dynamic asset pricing model
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3
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Finanzmarkt
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Heterogeneous agents
3
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25
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9
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Adrian, Tobias
8
Crump, Richard K.
6
Baltzer, Markus
4
Haase, Felix
4
Neuenkirch, Matthias
4
Reitz, Stefan
4
Yang, Chunpeng
4
Garofalo, Giuseppe
3
Koehl, Alexandra
3
Moench, Emanuel
3
Sansone, Alessandro
3
Vogt, Erik
3
Chen, Xiaohong
2
Crump, Richard
2
Li, Jinfang
2
Mönch, Emanuel
2
Zhang, Rengui
2
Alonso-Conde, Ana B.
1
Atmaz, Adem
1
Başak, Suleyman
1
Bekaert, Geert
1
Claassen, Bart
1
Dam, Lammertjan
1
Engstrom, Eric
1
Fabozzi, Frank J.
1
Heijnen, Pim
1
Jiang, Minqi
1
Koehl, Alexandra Aurelia
1
Lago-Balsalobre, Rubén
1
Liu, Jiapeng
1
Ng, David T.C.
1
Perras, Patrizia Julia
1
Račev, Svetlozar T.
1
Rojo-Suárez, Javier
1
Shirvani, Abootaleb
1
Umlandt, Dennis
1
Wagner, Niklas F.
1
Xu, Nancy R.
1
Zhang, Lu
1
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C.E.P.R. Discussion Papers
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Charles H. Dyson School of Applied Economics and Management, Cornell University
1
Cowles Foundation for Research in Economics, Yale University
1
Dipartimento di Economia e Diritto, Facoltà di Economia
1
EconWPA
1
Federal Reserve Bank of New York
1
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Economic Modelling
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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1
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1
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1
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1
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Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays on empirical asset pricing
1
Finance
1
Journal of Financial Economics
1
Journal of econometrics
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Physica A: Statistical Mechanics and its Applications
1
Research Papers in Economics
1
Research papers in economics
1
Staff Reports / Federal Reserve Bank of New York
1
Staff reports / Federal Reserve Bank of New York
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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1
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1
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ECONIS (ZBW)
18
RePEc
10
EconStor
6
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1
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10
of
34
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date (oldest first)
1
Macroeconomic Expectations and State-Dependent Factor Returns
Haase, Felix
;
Neuenkirch, Matthias
-
2023
, by extending the
dynamic
asset
pricing
model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014469728
Saved in:
2
Macroeconomic expectations and state-dependent factor returns
Haase, Felix
;
Neuenkirch, Matthias
-
2023
, by extending the
dynamic
asset
pricing
model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014476180
Saved in:
3
Macroeconomic expectations and state-dependent factor returns
Haase, Felix
;
Neuenkirch, Matthias
-
2023
, by extending the
dynamic
asset
pricing
model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014388605
Saved in:
4
Macroeconomic expectations and state-dependent factor returns
Haase, Felix
;
Neuenkirch, Matthias
-
2023
-
First Draft: October 15, 2023
, by extending the
dynamic
asset
pricing
model of Adrian et al. (2015), we show that GDP forecasts and their dispersion are …
Persistent link: https://www.econbiz.de/10014381149
Saved in:
5
Cross-sectional implications of
dynamic
asset
pricing
with stochastic volatility and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
Saved in:
6
Corporate financing policies, financial leverage, and stock returns
Claassen, Bart
;
Dam, Lammertjan
;
Heijnen, Pim
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486272
Saved in:
7
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
8
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
9
Procyclical leverage in Europe and its role in asset pricing
Baltzer, Markus
;
Koehl, Alexandra
;
Reitz, Stefan
-
2019
-MacBeth regressions as well as
dynamic
asset
pricing
models (Adrian, Crump, and Moench, 2015), we confirm the importance of brokerdealer …
Persistent link: https://www.econbiz.de/10011988049
Saved in:
10
Procyclical leverage in Europe and its role in asset pricing
Baltzer, Markus
;
Koehl, Alexandra
;
Reitz, Stefan
-
2019
-MacBeth regressions as well as
dynamic
asset
pricing
models (Adrian, Crump, and Moench, 2015), we confirm the importance of brokerdealer …
Persistent link: https://www.econbiz.de/10011987800
Saved in:
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