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~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
Volatilität
Estimation
254
Schätzung
254
Theorie
165
Theory
165
Capital income
158
Investment
114
CAPM
93
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Bollerslev, Tim
5
Kelly, Bryan T.
5
Todorov, Viktor
4
Aït-Sahalia, Yacine
3
Bali, Turan G.
3
Boons, Martijn
3
Christoffersen, Peter F.
3
Da, Zhi
3
Fama, Eugene F.
3
French, Kenneth Ronald
3
Huang, Shiyang
3
Lee, Charles M. C.
3
Lin, Tse-Chun
3
Moskowitz, Tobias J.
3
Santa-Clara, Pedro
3
Scaillet, Olivier
3
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3
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2
Baltussen, Guido
2
Barroso, Pedro
2
Brandt, Michael W.
2
Brown, Stephen J.
2
Chen, Joseph
2
Ermolov, Andrey
2
Fusari, Nicola
2
Gonçalves, Andrei S.
2
Herskovic, Bernard
2
Hong, Harrison G.
2
Jacobs, Kris
2
Kilic, Mete
2
Kothari, S. P.
2
Li, Kai
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Marfè, Roberto
2
Ng, David Tat-chee
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
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Journal of financial economics
Finance research letters
309
Working paper / National Bureau of Economic Research, Inc.
309
NBER working paper series
306
NBER Working Paper
261
Energy economics
258
Applied economics
250
International review of financial analysis
246
International review of economics & finance : IREF
232
Journal of banking & finance
224
Economic modelling
215
Journal of empirical finance
198
Applied economics letters
184
The North American journal of economics and finance : a journal of financial economics studies
178
Journal of econometrics
168
Applied financial economics
161
Economics letters
161
Journal of international money and finance
152
Research in international business and finance
151
Working paper
149
Journal of international financial markets, institutions & money
145
Discussion paper / Centre for Economic Policy Research
143
CESifo working papers
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
The European journal of finance
110
Pacific-Basin finance journal
103
Journal of risk and financial management : JRFM
100
International journal of finance & economics : IJFE
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
International Journal of Energy Economics and Policy : IJEEP
88
Review of quantitative finance and accounting
86
The journal of futures markets
84
Discussion paper / Tinbergen Institute
83
Management science : journal of the Institute for Operations Research and the Management Sciences
82
Journal of economic dynamics & control
76
International journal of economics and financial issues : IJEFI
74
International journal of forecasting
74
International journal of economics and finance
73
Cogent economics & finance
72
Finance and economics discussion series
71
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ECONIS (ZBW)
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1
Risk-adjusted capital allocation and misallocation
David, Joel M.
;
Schmid, Lukas
;
Zeke, David
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
Saved in:
2
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
3
A tale of two volatilities : Sectoral uncertainty, growth, and asset prices
Segal, Gill
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 110-140
Persistent link: https://www.econbiz.de/10012166756
Saved in:
4
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
5
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
6
Style investing, comovement and return predictability
Wahal, Sunil
;
Yavuz, Deniz M.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
Saved in:
7
Technological innovations and aggregate risk premiums
Hsu, Po-hsuan
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 264-279
Persistent link: https://www.econbiz.de/10003906350
Saved in:
8
Endogenous technological progress and the cross-section of stock returns
Lin, Xiaoji
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 411-427
Persistent link: https://www.econbiz.de/10009501359
Saved in:
9
Risk and return : long-run relations, fractional
cointegration
, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
Price pressures
Hendershott, Terrence
;
Menkveld, Albert J.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 405-423
Persistent link: https://www.econbiz.de/10010532702
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