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Asset Prices in Affine Real Bu...
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CAPM
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
470
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
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13
EconWPA
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Rodney L. White Center for Financial Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Cleveland
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
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Empirical rationality in the stock market
Raahauge, Peter
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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2
Estimating the consumption-capital asset pricing model without consumption data : evidence from Denmark
Reng Rasmussen, Anne-Sofie
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106426
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3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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4
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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5
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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6
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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7
Estimation of expected return :
CAPM
vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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