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Einführung in die Ökonophysik : eine naturwissenschaftliche Analyse ökonomischer Systeme
Mimkes, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10013331991
Saved in:
2
Consumption-based asset pricing, part 2: habit formation, conditional risks, long-run risks, and rare disasters
Breeden, Douglas T.
;
Litzenberger, Robert H.
;
Jia, Tingyan
- In:
Annual review of financial economics
7
(
2015
),
pp. 85-131
Persistent link: https://www.econbiz.de/10011568207
Saved in:
3
Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
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4
Explaining the failure of the unbiased forward rate hypothesis using a time-varying
risk
premium
Bishr, Tarek
-
1998
Persistent link: https://www.econbiz.de/10000167719
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5
Disaster
risk
and its implications for asset pricing
Tsai, Jerry
;
Wachter, Jessica
-
2015
Persistent link: https://www.econbiz.de/10010495479
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6
The interest rate
risk
exposure of financial intermediaries : a review of the
theory
and empirical evidence
Staikouras, Sotiris K.
- In:
Financial markets, institutions & instruments
12
(
2003
)
4
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001809765
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7
Expectations formation and
risk
in three financial markets : surveying what the surveys say
MacDonald, Ronald
- In:
Journal of economic surveys
14
(
2000
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10001470021
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8
Financial markets and the real economy
Cochrane, John H.
-
2005
Persistent link: https://www.econbiz.de/10003285703
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9
Econophysics
: finance, economics and
physics
Ray, Russ
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 273-277
Persistent link: https://www.econbiz.de/10009230963
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10
Microscopic models of financial markets
Samanidou, Egle
;
Zschischang, Elmar
;
Stauffer, Dietrich
; …
-
2006
was pursued by quite a number of contributions appearing in both the
physics
and economics literature since the late …
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