A framework for exploring the macroeconomic determinants of systematic risk

被引:78
作者
Andersen, TG [1 ]
Bollerslev, T
Diebold, FX
Wu, JG
机构
[1] Northwestern Univ, Evanston, IL 60208 USA
[2] Duke Univ, Durham, NC 27708 USA
[3] Univ Penn, Philadelphia, PA 19104 USA
关键词
D O I
10.1257/000282805774669574
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:398 / 404
页数:7
相关论文
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