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~institution:"Centre for Economic Policy Research"
~institution:"Internationaler Währungsfonds / Research Department"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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CAPM
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Volatility
14
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6
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Agénor, Pierre-Richard
1
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1
Bartolini, Leonardo
1
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1
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1
Dell'Ariccia, Giovanni
1
Faruqee, Hamid
1
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1
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1
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Centre for Economic Policy Research
Internationaler Währungsfonds / Research Department
National Bureau of Economic Research
279
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19
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Rodney L. White Center for Financial Research
7
Federal Reserve Bank of St. Louis
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
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5
Centre for Growth and Business Cycle Research <Manchester>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
International Center for Financial Asset Management and Engineering
4
Springer Fachmedien Wiesbaden
4
Verlag Dr. Kovač
4
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3
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
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3
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ECONIS (ZBW)
9
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1
Responses of the stock market to macroeconomic announcements across economic states
Li, Li
-
1998
Persistent link: https://www.econbiz.de/10000991601
Saved in:
2
Are exchange rates excessively volatile? : And what does "excessively volatile" mean, anyway?
Bartolini, Leonardo
-
1995
Persistent link: https://www.econbiz.de/10000921357
Saved in:
3
Consumption smoothing and exchange rate
volatility
Turtelboom, Bart G.
-
1995
Persistent link: https://www.econbiz.de/10000931300
Saved in:
4
Exchange rate fluctuations and trade flows : evidence from the European Union
Dell'Ariccia, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000997267
Saved in:
5
Exchange rate
volatility
, pricing to market and trade smoothing
Clark, Peter B.
-
1997
Persistent link: https://www.econbiz.de/10000975919
Saved in:
6
Contagion and
volatility
with imperfect credit markets
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1997
Persistent link: https://www.econbiz.de/10000975920
Saved in:
7
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Jochum, Christian
-
1998
Persistent link: https://www.econbiz.de/10000984600
Saved in:
8
Excess
volatility
and predictability of stock prices in a trend-stationary dividend model with learning
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10013444331
Saved in:
9
Subjective discount factors
Luttmer, Erzo Gerrit Jan
;
Mariotti, Thomas
-
2000
Persistent link: https://www.econbiz.de/10013423130
Saved in:
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