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~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Geldpolitik"
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CAPM
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Hommes, Cars H.
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Dennis, Richard J.
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Faia, Ester
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Fujiwara, Ippei
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Anand, Kartik
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2
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2
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Battiston, Stefano
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Journal of banking & finance
Journal of economic dynamics & control
NBER working paper series
979
NBER Working Paper
876
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807
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484
Journal of monetary economics
442
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ECONIS (ZBW)
707
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1
Market
risk
and asset prices
Smith, Richard Todd
- In:
Journal of economic dynamics & control
17
(
1993
)
4
,
pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
Saved in:
2
Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
Bardhan, Indrajit
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 361-384
Persistent link: https://www.econbiz.de/10001190603
Saved in:
3
A new approach to measuring riskiness in the equity market : implications for the
risk
premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
4
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:
5
Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex
;
Izhakian, Yehuda
- In:
Journal of banking & finance
52
(
2015
),
pp. 160-179
Persistent link: https://www.econbiz.de/10011377355
Saved in:
6
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:
7
Assessing systemic
risk
due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
8
Idiosyncratic
risk
, costly arbitrage, and the cross-section of stock returns
Cao, Jie
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
9
Bank regulation,
risk
and return : evidence from the credit and sovereign debt crises
Hoque, Hafiz
;
Andriosopoulos, Dimitris
;
Andriosopoulos, …
- In:
Journal of banking & finance
50
(
2015
),
pp. 455-474
Persistent link: https://www.econbiz.de/10010509509
Saved in:
10
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
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