Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Enrique Salvadora; Christos Florosb; Vicent Arago
| Year of publication: |
2014
|
|---|---|
| Authors: | Salvador, Enrique ; Floros, Christos ; Aragó Manzana, Vicent |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 60-77
|
| Subject: | Non-linear risk-return tradeoff | Pro-cyclical risk aversion | Regime-Switching GARCH | Regime-Switching MIDAS | Risk premium | Risiko | Risk | Kapitaleinkommen | Capital income | Risikoprämie | ARCH-Modell | ARCH model | CAPM | Schätzung | Estimation | Risikoaversion | Risk aversion | Markov-Kette | Markov chain | Nichtlineare Regression | Nonlinear regression | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011284508