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institution:"The Wharton Financial Institutions Center"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"William Davidson Institute <Ann Arbor, Mich.>"
~language:"eng"
~subject:"Capital income"
~subject:"USA"
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Capital income
USA
Kapitaleinkommen
18
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9
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9
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8
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8
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7
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Diebold, Francis X.
4
Solnik, Bruno
3
Crouhy, Michel
2
Harvey, Campbell R.
2
Rockinger, Michael
2
Andersen, Torben
1
Anderson, Torben G.
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Hayo, Bernd
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1
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1
Li, Canlin
1
Longin, François M.
1
Madhavan, Ananth Narayan
1
Restoy, Fernando
1
Ruiz, Pierre
1
Smirnova, Elena
1
Zenios, Stauros Andrea
1
Zhou, Guofu
1
Égert, Balázs
1
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The Wharton Financial Institutions Center
Chambre de commerce et d'industrie de Paris
William Davidson Institute <Ann Arbor, Mich.>
National Bureau of Economic Research
667
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
OECD
22
Rodney L. White Center for Financial Research
22
University of Chicago / Center for Research in Security Prices
13
Federal Reserve Bank of St. Louis
12
Erasmus Research Institute of Management
8
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8
IGI Global
8
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7
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6
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6
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5
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5
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5
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5
Gottfried Wilhelm Leibniz Universität Hannover
5
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5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Svenska Handelshögskolan <Helsinki>
5
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5
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5
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4
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4
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W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
4
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3
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3
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Les cahiers de recherche / HEC Paris
7
Working papers / Financial Institutions Center
7
William Davidson Institute working papers series
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ECONIS (ZBW)
18
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1
Predictable time-varying components of international asset returns
Solnik, Bruno
-
1994
Persistent link: https://www.econbiz.de/10000897103
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
4
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
5
On stock market returns and returns on investment
Rockinger, Michael
;
Restoy, Fernando
-
1993
Persistent link: https://www.econbiz.de/10000881687
Saved in:
6
Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bertrand
;
Harvey, Campbell R.
;
Ruiz, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000976997
Saved in:
7
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
8
Liquidity, volatility, and equity trading costs across countries and over time
Domowitz, Ian
(
contributor
);
Glen, Jack D.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649900
Saved in:
9
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
10
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
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