A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
American Economic Review
vol. 95,
no. 2, May 2005
(pp. 398-404)
Citation
Andersen, Torben, G., Tim Bollerslev, Francis X. Diebold, and Jin Wu. 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk." American Economic Review, 95 (2): 398-404. DOI: 10.1257/000282805774669574JEL Classification
- G12 Asset Pricing; Trading Volume; Bond Interest Rates