Time-varying risk premiums in the framework of wine investment
Eric Le Fur, Hachmi Ben Ameur and Benoit Faye
| Year of publication: |
2016
|
|---|---|
| Authors: | Le Fur, Eric ; Ameur, Hachmi Ben ; Faye, Benoît |
| Published in: |
Journal of wine economics. - New York, NY : Cambridge Univ. Press, ISSN 1931-4361, ZDB-ID 2520377-0. - Vol. 11.2016, 3, p. 355-378
|
| Subject: | betas | DCC-GARCH | fine wines | Liv-ex | risk premium | Risikoprämie | Risk premium | Wein | Wine | CAPM | Weinbau | Wine industry | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/jwe.2016.15 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011607842