The time-varying risk-return trade-off and its explanatory and predictive factors
Nuria Alemany, Vicent Aragó, Enrique Salvador
| Year of publication: |
2023
|
|---|---|
| Authors: | Alemany, Nuria ; Aragó, Vicent ; Salvador, Enrique |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-36
|
| Subject: | Flight-to-safety | Macroeconomic factors | Participation effect | Risk-return trade-off | Sentiment factors | Systematic factors | CAPM | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Risiko | Risk | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101953 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485269