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Asset Prices in Affine Real Bu...
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CAPM
Theorie
10,484
Theory
10,431
Kapitaleinkommen
5,112
Capital income
5,102
Portfolio-Management
3,845
Portfolio selection
3,829
Börsenkurs
3,731
Share price
3,714
Schätzung
3,263
Estimation
3,245
Risikoprämie
3,119
Risk premium
3,107
Real business cycle model
2,363
Real-Business-Cycle-Theorie
2,355
Risk
2,157
Risiko
2,145
USA
2,056
United States
2,032
Aktienmarkt
1,771
Stock market
1,728
Volatilität
1,650
Volatility
1,647
Betafaktor
1,211
Beta risk
1,200
Finanzmarkt
1,095
Financial market
1,091
Optionspreistheorie
1,041
Option pricing theory
1,024
Anlageverhalten
1,007
Behavioural finance
994
Business cycle
876
Konjunktur
875
Welt
861
World
855
Zinsstruktur
780
Yield curve
777
Prognoseverfahren
769
Forecasting model
764
Schock
723
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Free
6,784
Undetermined
3,766
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Article
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24
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29
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Zaremba, Adam
84
Zhang, Lu
80
Campbell, John Y.
70
Fabozzi, Frank J.
65
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Jagannathan, Ravi
53
Cochrane, John H.
52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Robotti, Cesare
49
Cakici, Nusret
48
Zhou, Guofu
48
Lee, Cheng F.
46
Kan, Raymond
45
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
39
Guo, Hui
38
Bali, Turan G.
37
Kogan, Leonid
37
Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Polk, Christopher
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Pedersen, Lasse Heje
32
Korajczyk, Robert A.
31
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National Bureau of Economic Research
401
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
EconWPA
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Deutsche Forschungsgemeinschaft
6
Rodney L. White Center for Financial Research
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
5
American Finance Association
4
Centre for Economic Policy Research
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Stanford Institute for Economic Policy Research
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Département de Sciences Économiques, Université de Montréal
3
Econometrisch Instituut <Rotterdam>
3
Faculty of Economics, University of Cambridge
3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
224
Finance research letters
195
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
97
Research paper series / Swiss Finance Institute
97
Applied economics
95
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Discussion papers / CEPR
65
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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Source
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ECONIS (ZBW)
18,450
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
9
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1
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
2
Equity returns and the role of housing as a collateral asset
Nieuwerburgh, Stijn van
-
2003
Persistent link: https://www.econbiz.de/10003624631
Saved in:
3
Essays on welfare and macroeconomic behavior with heterogeneous agents
Hatchondo, Juan Carlos
-
2005
Persistent link: https://www.econbiz.de/10003380203
Saved in:
4
Asset returns, the business cycle, and the labor market : a sensitivity analysis for the German economy
Heer, Burkhard
;
Maußner, Alfred
-
2011
premium is very sensitive with regard to the utility parameters. -- equity premium ; production
CAPM
; real-business cycle …
Persistent link: https://www.econbiz.de/10009011127
Saved in:
5
Asset price boom-burst cycle as an elastic money response to technological shocks
Wong, Chin-yoong
;
Eng, Yoke-kee
- In:
Economics letters
114
(
2012
)
3
,
pp. 292-295
Persistent link: https://www.econbiz.de/10009550770
Saved in:
6
Asset prices in affine real business cycle models
Malkhozov, Aytek
;
Shamloo, Maral
-
2010
Persistent link: https://www.econbiz.de/10009406522
Saved in:
7
Asset returns, the business cycle and the labor market
Heer, Burkhard
;
Maußner, Alfred
- In:
German economic review
14
(
2013
)
3
,
pp. 372-397
Persistent link: https://www.econbiz.de/10010194977
Saved in:
8
Asset pricing and the role of macroeconomic volatility
D'Addona, Stefano
;
Giannikos, Christos
- In:
Annals of finance
10
(
2014
)
2
,
pp. 197-215
Persistent link: https://www.econbiz.de/10010350379
Saved in:
9
Bridging the classroom gap between asset pricing and business cycle theory
Aguilar, Mike
;
Soques, Daniel
- In:
International advances in economic research : IAER ; an …
21
(
2015
)
4
,
pp. 433-452
Persistent link: https://www.econbiz.de/10011529785
Saved in:
10
Asset prices in affine real business cycle models
Malkhozov, Aytek
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 180-193
Persistent link: https://www.econbiz.de/10010474436
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