The Relationship between Risk and Expected Return in Europe
| Year of publication: |
2005-01
|
|---|---|
| Authors: | Rubio Irigoyen, Gonzalo ; León, Angel ; Nave, Juan |
| Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
| Subject: | hedging component | MIDAS | risk-return trade-off | conditional variance |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series DFAEII 2005.08 Number 2005-08 |
| Classification: | G12 - Asset Pricing ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10004972676