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

来源：

AMERICAN ECONOMIC REVIEW | 2005年 / 95卷 / 02期

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

页码：398 / 404

页数：7

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