A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
| Year of publication: |
2005
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Wu, Jin |
| Published in: |
American Economic Review. - American Economic Association - AEA. - Vol. 95.2005, 2, p. 398-404
|
| Publisher: |
American Economic Association - AEA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Notes: | DOI: 10.1257/000282805774669574 |
| Source: |
Persistent link: https://www.econbiz.de/10005758912