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Asset Prices in Affine Real Bu...
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USA
CAPM
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25
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18
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17
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14
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13
Polk, Christopher
13
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12
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11
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10
Lo, Andrew W.
10
Longstaff, Francis A.
10
Nieuwerburgh, Stijn van
10
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9
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9
Rabanal, Pau
9
Singleton, Kenneth J.
9
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8
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Ludvigson, Sydney C.
8
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7
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7
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1
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1
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Working paper / National Bureau of Economic Research, Inc.
115
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
107
Journal of financial economics
43
Journal of financial and quantitative analysis : JFQA
35
Journal of monetary economics
33
The journal of futures markets
29
Journal of banking & finance
28
Discussion paper / Centre for Economic Policy Research
24
Journal of political economy
24
Journal of economic dynamics & control
22
Advances in futures and options research : a research annual
21
Working paper
21
Journal of empirical finance
18
Journal of international money and finance
18
The American economic review
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The journal of real estate finance and economics
14
Review of economic dynamics
13
The financial review : the official publication of the Eastern Finance Association
13
The journal of business : B
13
The journal of portfolio management : a publication of Institutional Investor
13
Journal of money, credit and banking : JMCB
12
Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Review of quantitative finance and accounting
12
The journal of financial research
12
Applied economics
11
Applied financial economics
11
NBER working paper series
11
Quarterly journal of business and economics : QJBE
11
Journal of economics & business
10
Macroeconomic dynamics
10
The European journal of finance
10
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10
Advances in quantitative analysis of finance and accounting : a research annual
9
International economic review
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International review of financial analysis
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
1
Showing
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1
Equity returns and the role of housing as a collateral asset
Nieuwerburgh, Stijn van
-
2003
Persistent link: https://www.econbiz.de/10003624631
Saved in:
2
Macroeconomic volatility and the equity premium
Sill, D. Keith
-
2005
Persistent link: https://www.econbiz.de/10003247339
Saved in:
3
What do interest rates reveal about the functioning of real business cycle models?
Beaudry, Paul
- In:
Journal of economic dynamics & control
20
(
1996
)
9
,
pp. 1661-1682
Persistent link: https://www.econbiz.de/10001209458
Saved in:
4
External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
Saved in:
5
Moderne Konjunkturtheorie : reale Schocks, multiple Gleichgewichte und die Rolle der Geldpolitik
Holstein, Michael
-
1998
Persistent link: https://www.econbiz.de/10000657500
Saved in:
6
Is the business cycle a necessary consequence of stochastic growth?
Rotemberg, Julio
;
Woodford, Michael
-
1994
Persistent link: https://www.econbiz.de/10000883030
Saved in:
7
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
8
Real business cycle models : some direct evidence
MacCrickard, Myra J.
-
1990
Persistent link: https://www.econbiz.de/10000862605
Saved in:
9
Essays on the business cycle
Cho, Jang-ok
-
1990
Persistent link: https://www.econbiz.de/10000841902
Saved in:
10
Current real business cycle : theories and aggregate labor market fluctuations
Christiano, Lawrence J.
;
Eichenbaum, Martin S.
-
1990
Persistent link: https://www.econbiz.de/10000797544
Saved in:
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