The Cross Section of Expected Returns with MIDAS Betas
| Year of publication: |
2012
|
|---|---|
| Authors: | González, Mariano ; Nave, Juan ; Rubio, Gonzalo |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 47.2012, 1, p. 115-137
|