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~subject:"Capital income"
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Capital income
Theorie
625,691
Theory
610,789
USA
45,729
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44,423
Portfolio-Management
44,094
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43,750
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Kredit
13,076
Economic growth
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12,705
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12,120
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Diebold, Francis X.
63
Stambaugh, Robert F.
52
Bekaert, Geert
50
Bollerslev, Tim
50
Zaremba, Adam
50
Harvey, Campbell R.
47
Timmermann, Allan
46
Guidolin, Massimo
42
Ferson, Wayne E.
41
Campbell, John Y.
36
Zhou, Guofu
36
Bali, Turan G.
34
Caporale, Guglielmo Maria
33
Fabozzi, Frank J.
28
Lo, Andrew W.
27
Moskowitz, Tobias J.
27
Titman, Sheridan
27
Grobys, Klaus
26
Lettau, Martin
26
Pedersen, Lasse Heje
26
Satchell, Stephen
26
Ludvigson, Sydney C.
25
Brandt, Michael W.
24
Cakici, Nusret
24
Engle, Robert F.
23
Lewis, Karen K.
23
Pesaran, M. Hashem
23
Ang, Andrew
22
Jondeau, Eric
22
Lakonishok, Josef
22
Lux, Thomas
22
Pástor, Ľuboš
22
Zhang, Lu
22
Gupta, Rangan
21
Jagannathan, Ravi
21
Li, Kai
21
McAleer, Michael
21
McMillan, David G.
21
Subrahmanyam, Avanidhar
21
Wang, Yudong
21
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National Bureau of Economic Research
261
Rodney L. White Center for Financial Research
13
Erasmus Research Institute of Management
7
University of Chicago / Center for Research in Security Prices
7
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
4
Svenska Handelshögskolan <Helsinki>
4
Centre for Economic Policy Research
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Centre for Analytical Finance <Århus>
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Harvard Institute of Economic Research
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Massachusetts Institute of Technology / Department of Economics
2
Pensions Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
2
Universität Mannheim
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
1
Association for Investment Management and Research
1
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NBER working paper series
257
Journal of banking & finance
237
Working paper / National Bureau of Economic Research, Inc.
237
Finance research letters
216
Journal of financial economics
212
NBER Working Paper
194
Journal of empirical finance
174
International review of financial analysis
162
The journal of finance : the journal of the American Finance Association
115
Applied economics
104
International review of economics & finance : IREF
101
The European journal of finance
101
The review of financial studies
101
The journal of asset management
88
Management science : journal of the Institute for Operations Research and the Management Sciences
84
The North American journal of economics and finance : a journal of financial economics studies
84
Discussion paper / Centre for Economic Policy Research
82
Applied economics letters
80
Journal of financial and quantitative analysis : JFQA
80
Review of quantitative finance and accounting
80
Journal of international financial markets, institutions & money
79
Research in international business and finance
77
Pacific-Basin finance journal
76
Applied financial economics
75
Economics letters
71
Journal of risk and financial management : JRFM
70
Research paper series / Swiss Finance Institute
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of econometrics
66
Journal of economic dynamics & control
65
Economic modelling
63
Journal of financial markets
60
Financial markets and portfolio management
57
International journal of forecasting
55
Journal of forecasting
54
Journal of investment management : JOIM
52
Journal of international money and finance
51
The journal of investing
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
The journal of portfolio management : a publication of Institutional Investor
49
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ECONIS (ZBW)
13,303
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1
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of
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date (newest first)
date (oldest first)
1
Riding the yield curve : a variety of strategies
Bieri, David S.
;
Chincarni, Ludwig B.
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 6-35
Persistent link: https://www.econbiz.de/10003229842
Saved in:
2
A
credit
-risk valuation under the variance-gamma asset return
Ivanov, Roman V.
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-25
options. It is assumed that the stream of the
credit
payments could fall by a jump. The time of the jump is modeled by the …
Persistent link: https://www.econbiz.de/10011867389
Saved in:
3
Impact of loan portfolio diversification on performance of commercial bank in Nepal
Mahaseth, Ramesh K.
;
Chaudhary, Naveen K.
;
Chakradhar, Pooja
- In:
Nepalese journal of finance : a publication of Uniglobe …
10
(
2023
)
3
,
pp. 123-138
Persistent link: https://www.econbiz.de/10014495111
Saved in:
4
The pricing of portfolio
credit
risk
Tarashev, Nikola A.
;
Zhu, Haibin
-
2006
Persistent link: https://www.econbiz.de/10003376553
Saved in:
5
Asset allocation with
credit
instruments
Menzinger, Barbara
;
Schlösser, Anna
;
Zagst, Rudi
- In:
Alternative investments and strategies : credit, …
,
(pp. 147-173)
.
2010
Persistent link: https://www.econbiz.de/10008655204
Saved in:
6
Application of copula-GARCH to estimate VaR of a portfolio with
credit
default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
7
Affine and quadratic Markov processes and their applications in finance
Chen, Li
-
2004
Persistent link: https://www.econbiz.de/10003549391
Saved in:
8
Can an equity structure dominate the risk-return profile of corporate bonds?
Nouvellon, Edouard
;
Pirotte, Hugues
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 277-290
Persistent link: https://www.econbiz.de/10012581627
Saved in:
9
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
10
Detecting abnormal changes in
credit
default swap spreads using matching-portfolio models
Bertoni, Fabio
;
Lugo, Stefano
- In:
Journal of banking & finance
90
(
2018
),
pp. 146-158
Persistent link: https://www.econbiz.de/10011963459
Saved in:
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