Asset return dynamics under bad environment-good environment fundamentals
Year of publication: |
2010
|
---|---|
Authors: | Bekaert, Geert ; Engstrom, Eric |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Privater Konsum | Private consumption | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikopräferenz | Risk attitude | CAPM |
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