//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Fama on bubbles
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
73
Theory
72
VAR model
45
Denmark
36
Dänemark
36
VAR-Modell
33
Estimation
32
Schätzung
32
Capital income
31
Kapitaleinkommen
31
Time series analysis
29
Zeitreihenanalyse
29
Bubbles
23
Spekulationsblase
23
USA
23
United States
23
Cointegration
20
Rational expectations
20
Rationale Erwartung
20
Großbritannien
19
United Kingdom
19
Kointegration
18
OECD countries
17
Yield curve
15
Zinsstruktur
15
Börsenkurs
14
Forecasting model
14
Prognoseverfahren
14
Share price
14
OECD-Staaten
13
Estimation theory
11
Schätztheorie
11
Dividend
9
Dividende
9
Hyperinflation
9
Risikoprämie
9
Risk premium
9
Bond market
8
Geldnachfrage
8
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
15
Author
All
Engsted, Tom
15
Møller, Stig Vinther
5
Tanggaard, Carsten
5
Lund, Jesper
2
Mammen, Enno
2
Pedersen, Thomas Q.
2
Hyde, Stuart
1
Pedersen, Thomas Quistgaard
1
more ...
less ...
Published in...
All
Working paper
4
CREATES research paper
2
International journal of finance & economics : IJFE
2
Journal of international money and finance
2
Economics letters
1
Journal of banking & finance
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
2
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
Saved in:
3
The Danish equity premium
Engsted, Tom
-
1998
Persistent link: https://www.econbiz.de/10000981752
Saved in:
4
GMM and present value tests of the C-CAPM : some evidence from the Danish, German, Swedish, and UK stock markets
Lund, Jesper
;
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000880721
Saved in:
5
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
6
An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns
Engsted, Tom
;
Møller, Stig Vinther
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 213-227
Persistent link: https://www.econbiz.de/10008702348
Saved in:
7
Cross-sectional consumption-based asset pricing : the importance of consumption timing and the inclusion of severe crises
Engsted, Tom
;
Møller, Stig Vinther
-
2011
Persistent link: https://www.econbiz.de/10008823504
Saved in:
8
Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom
;
Hyde, Stuart
;
Møller, Stig Vinther
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
Saved in:
9
Cross-sectional consumption-based asset pricing : a reappraisal
Engsted, Tom
;
Møller, Stig Vinther
- In:
Economics letters
132
(
2015
),
pp. 101-104
Persistent link: https://www.econbiz.de/10011431410
Saved in:
10
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1255-1265
Persistent link: https://www.econbiz.de/10009614553
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->