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subject:"USA"
~isPartOf:"Economics letters"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Volatilität"
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USA
CAPM
Volatilität
Estimation
1,390
Schätzung
1,386
Theorie
680
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680
United States
492
Financial crisis
481
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479
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280
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280
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277
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277
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203
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185
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133
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733
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Zhou, Hao
9
Bollerslev, Tim
8
D'Amico, Stefania
6
Guerrieri, Luca
6
Gupta, Rangan
6
Kamin, Steven
6
Kim, Don H.
6
Moskowitz, Tobias J.
6
Rogers, John H.
6
Bali, Turan G.
5
Christiano, Lawrence J.
5
Eichenbaum, Martin S.
5
Kelly, Bryan T.
5
Li, Geng
5
Londono, Juan M.
5
Vigfusson, Robert J.
5
Zakrajšek, Egon
5
Berger, Allen N.
4
Covitz, Daniel M.
4
Downing, Chris
4
Falato, Antonio
4
Fernald, John G.
4
Gruber, Joseph W.
4
Han, Song
4
Hong, Harrison G.
4
Klee, Elizabeth
4
Laubach, Thomas
4
Martin, Robert F.
4
Molloy, Raven S.
4
Nalewaik, Jeremy
4
Roberts, John M.
4
Sack, Brian
4
Shan, Hui
4
Shin, Dong-wan
4
Todorov, Viktor
4
Vidangos, Ivan
4
Wang, Junbo
4
Yoldas, Emre
4
Zer, Ilknur
4
Österholm, Pär
4
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Federal Reserve System / Division of Research and Statistics
8
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5
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Economics letters
Finance and economics discussion series
International finance discussion papers
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
1,912
Discussion paper / Centre for Economic Policy Research
550
Applied economics
466
NBER working paper series
445
Discussion paper series / IZA
443
Finance research letters
298
NBER Working Paper
279
Journal of international money and finance
271
CESifo working papers
270
Journal of banking & finance
268
Applied economics letters
259
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255
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253
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250
International review of economics & finance : IREF
245
International review of financial analysis
241
Applied financial economics
231
The journal of finance : the journal of the American Finance Association
219
The American economic review
205
IZA Discussion Papers
201
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201
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195
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189
Journal of econometrics
188
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181
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176
The journal of futures markets
167
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
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142
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IMF working papers
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
733
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1
Have financial markets become more informative?
Bai, Jennie
;
Philippon, Thomas
;
Savov, Alexi
- In:
Journal of financial economics
122
(
2016
)
3
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
Saved in:
2
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru
- In:
Economics letters
50
(
1996
)
3
,
pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
Saved in:
3
Market efficiency around the clock : some supporting evidence using foreign-based derivatives
Craig, Alastair
- In:
Journal of financial economics
39
(
1995
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10001188051
Saved in:
4
Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena
- In:
Economics letters
69
(
2000
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
Saved in:
5
Uniformly least powerful tests of market efficiency
Loughran, Tim
;
Ritter, Jay
- In:
Journal of financial economics
55
(
2000
)
3
,
pp. 361-389
Persistent link: https://www.econbiz.de/10001449056
Saved in:
6
The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.
;
Tabova, Alexandra
;
Wong, Vivian
-
2014
Persistent link: https://www.econbiz.de/10010475313
Saved in:
7
On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad
;
Aizenman, Joshua
;
Saadaoui, Jamel
; …
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
Saved in:
8
The anatomy of financial vulnerabilities and crises
Lee, Seung Jung
;
Posenau, Kelly E.
;
Stebunovs, Viktors
-
2017
Persistent link: https://www.econbiz.de/10011629958
Saved in:
9
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.
;
Game, Aaron L.
-
2011
Persistent link: https://www.econbiz.de/10009405709
Saved in:
10
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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