//--> //--> //-->
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:"Discounting"
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
Asset pricing and systematic l...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Discounting
Spain
33
Spanien
31
Theorie
30
Theory
30
CAPM
27
Capital income
17
Kapitaleinkommen
17
Risikoprämie
15
Risk premium
15
Börsenkurs
14
Estimation
14
Schätzung
14
Share price
14
Volatility
14
Volatilität
13
Portfolio selection
11
Portfolio-Management
11
Option pricing theory
8
Optionspreistheorie
8
Risiko
8
Risk
8
Liquidity
7
Aktienmarkt
6
Liquidität
6
NKM model
6
Stock market
6
electricity market
6
Beta risk
5
Betafaktor
5
Diskontierung
5
Financial market
5
Finanzmarkt
5
Market liquidity
5
Marktliquidität
5
Stochastic discount factor
5
business cycles
5
experiments
5
Agribusiness
4
Bid-ask spread
4
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Rubio, Gonzalo
5
Nieto Domenech, Belen
3
González-Urteaga, Ana
2
Nieto, Belén
2
Abad Díaz, David
1
Márquez De la Cruz, Elena
1
Pascual, Roberto
1
more ...
less ...
Published in...
All
Quantitative finance
2
International review of economics & finance : IREF
1
International review of financial analysis
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
Saved in:
2
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
3
Measuring time-varying economic fears with consumption-based stochastic discount factors
Nieto Domenech, Belen
;
Rubio, Gonzalo
-
2007
Persistent link: https://www.econbiz.de/10008662440
Saved in:
4
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
5
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->