Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
Year of publication: |
2005-05
|
---|---|
Authors: | Panopoulou, Ekaterini ; Koubouros, M. ; Malliaropulos, D. |
Institutions: | Department of Economics, National University of Ireland |
Subject: | CAPM | cash-.ow risk | discount-rate risk | VAR-GARCH | BEKK | asset pricing |
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