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American Economic Review: Vol. 95 No. 2 (May 2005)

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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

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Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, and Jin Wu. 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk." The American Economic Review, 95(2): 398-404.

DOI: 10.1257/000282805774669574

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Authors

Andersen, Torben G.
Bollerslev, Tim
Diebold, Francis X.
Wu, Jin


American Economic Review



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