Cover Image

Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the US cross-section

Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo
Year of publication:
2013
Authors: Bianchi, Daniele ; Guidolin, Massimo ; Ravazzolo, Francesco
Publisher: Oslo : Norges Bank
Subject: CAPM | Modellierung | Scientific modelling
freely available
Full text |
econpapers.repec.org
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009786989
Similar items by subject
Similar items by person