Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns : evidence for scale-dependent risks
Georgios Xyngis
| Year of publication: |
December 2017
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|---|---|
| Authors: | Xyngis, Georgios |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 43-65
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| Subject: | Macroeconomic uncertainty | Scale-dependent risks | Scale-specific predictability | Monotonicity of factor loadings | Risiko | Risk | CAPM | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817984