A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
Year of publication: |
2005
|
---|---|
Authors: | Bollerslev, T. ; Andersen, T.G. ; Diebold, F.X. |
Publisher: |
American Economic Review |
Subject: | Financial economics | Marcoeconomic determinants | Econometrics |
-
Volatility and Jump Risk Premia in Emerging Market Bonds
Matovu, John, (2007)
-
The Efficiency of the Japanese Equity Market
Nagayasu, Jun, (2003)
-
Country and Industry Dynamics in Stock Returns
Catão, Luis, (2003)
- More ...
-
"Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange"
Bollerslev, T., (2003)
-
"Modeling and Forecasting Realized Volatility"
Bollerslev, T., (2003)
-
Articles - Towards a unified framework for high and low frequency return volatility modeling
Andersen, T.G., (1998)
- More ...