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~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~subject:"Geldpolitik"
~subject:"Portfolio-Management"
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CAPM
Geldpolitik
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Theorie
652
Theory
652
Monetary policy
123
Estimation
83
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83
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81
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Li, Kai
4
Hommes, Cars H.
3
Nakata, Taisuke
3
Sunakawa, Takeki
3
Arifovic, Jasmina
2
Branger, Nicole
2
Castelnuovo, Efrem
2
Cong, F.
2
Dennis, Richard J.
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Farmer, J. Doyne
2
Guo, Bin
2
Hanaki, Nobuyuki
2
Huang, Fuzhe
2
Leith, Campbell B.
2
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2
Li, Lingfei
2
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2
Lütkepohl, Helmut
2
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2
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2
Oosterlee, Cornelis Willebrordus
2
Pellegrino, Giovanni
2
Petersen, Luba
2
Proaño Acosta, Christian
2
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Sun, Xianming
2
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1
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Journal of economic dynamics & control
Discussion paper / Centre for Economic Policy Research
412
Finance research letters
279
Discussion papers / CEPR
262
Insurance / Mathematics & economics
189
European journal of operational research : EJOR
186
Working paper / National Bureau of Economic Research, Inc.
185
Journal of banking & finance
163
Economic modelling
159
Economics letters
145
Journal of financial economics
143
Quantitative finance
140
Journal of monetary economics
132
The North American journal of economics and finance : a journal of financial economics studies
127
International review of economics & finance : IREF
120
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Journal of international money and finance
111
Journal of macroeconomics
111
International review of financial analysis
107
Journal of empirical finance
101
SpringerLink / Bücher
101
Applied economics
98
Macroeconomic dynamics
98
European economic review : EER
81
The journal of portfolio management : JPM
77
Computational economics
76
International journal of theoretical and applied finance
70
The European journal of finance
67
Applied economics letters
65
The B.E. journal of macroeconomics
62
The journal of asset management
62
Finance and stochastics
60
Review of economic dynamics
59
Journal of financial stability
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of economic theory
51
Journal of international economics
50
Mathematics and financial economics
50
Pacific-Basin finance journal
50
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
202
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1
Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
Saved in:
2
Monetary policy and
risk
taking
Angeloni, Ignazio
;
Faia, Ester
;
Lo Duca, Marco
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 285-307
Persistent link: https://www.econbiz.de/10011474207
Saved in:
3
Horizon-unbiased investment with ambiguity
Lin, Qian
;
Sun, Xianming
;
Zhou, Chao
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
Saved in:
4
Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
Saved in:
5
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
6
Volatility
risk
and economic welfare
Xu, Shaofeng
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 17-33
Persistent link: https://www.econbiz.de/10011817622
Saved in:
7
Consumption-based CAPM with belief heterogeneity
Shi, Lei
- In:
Journal of economic dynamics & control
65
(
2016
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
Saved in:
8
Quantifying market
risk
with Value-at-
Risk
or Expected Shortfall? : consequences for capital requirements and model
risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
9
Short-run
risk
, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
10
Pricing equity-bond covariance
risk
: between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
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