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CAPM
84
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Nitschka, Thomas
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Li, Xiafei
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Journal of international money and finance
NBER working paper series
387
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330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
276
The journal of finance : the journal of the American Finance Association
251
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221
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183
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175
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163
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134
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88
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87
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74
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ECONIS (ZBW)
84
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1
Price dynamics under stochastic process switching : some extensions and an application to EMU
De Grauwe, Paul
;
Dewachter, Hans
;
Veestraeten, Dirk
- In:
Journal of international money and finance
18
(
1999
)
2
,
pp. 195-224
Persistent link: https://www.econbiz.de/10001381556
Saved in:
2
The world ex ante risk premium : an empirical investigation
Ostdiek, Barbara
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 967-999
Persistent link: https://www.econbiz.de/10001381764
Saved in:
3
An international
CAPM
for bonds and equities
Thomas, Stephen
- In:
Journal of international money and finance
12
(
1993
)
4
,
pp. 390-412
Persistent link: https://www.econbiz.de/10001145083
Saved in:
4
Balance of trade announcements and asset prices : influence on equity prices, exchange rates, and interest rates
Aggarwal, Raj
- In:
Journal of international money and finance
11
(
1992
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10001117874
Saved in:
5
Consumption risk and international equity returns : some empirical evidence
Cumby, Robert
- In:
Journal of international money and finance
9
(
1990
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10001088816
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6
Inflation risk and asset market disturbances : the mean-variance model revisited
Lewis, Karen K.
- In:
Journal of international money and finance
7
(
1988
)
3
,
pp. 273-288
Persistent link: https://www.econbiz.de/10001062809
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7
GMM and present value tests of the C-
CAPM
: evidence from the Danish, German, Swedish and UK stock markets
Lund, Jesper
- In:
Journal of international money and finance
15
(
1996
)
4
,
pp. 497-521
Persistent link: https://www.econbiz.de/10001208829
Saved in:
8
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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9
Macroeconomic uncertainty and the risk premium in the foreign exchange market
Hu, Xiaoqiang
- In:
Journal of international money and finance
16
(
1997
)
5
,
pp. 699-718
Persistent link: https://www.econbiz.de/10001235416
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10
Consumption-based versus production-based models of international equity markets
Kasa, Kenneth
- In:
Journal of international money and finance
16
(
1997
)
5
,
pp. 653-680
Persistent link: https://www.econbiz.de/10001235428
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