American Economic Review Vol. 95 No. 2 2005

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Torben G. Andersen¹; Tim Bollerslev²; Francis X. Diebold³; Jin (Ginger) Wu³

¹ Northwestern University, Evanston, IL 60208. · ² Duke University, Durham, NC 27708 () · ³ University of Pennsylvania, Philadelphia, PA 19104.

Abstract

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Jin Wu. Published in volume 95, issue 2, pages 398-404 of American Economic Review, May 2005

DOI

10.1257/000282805774669574

Volume

95

Issue

2

Pages

398-404

Language

en

Sources

bibtex:phds-export.bib openalex crossref

Cite

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