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  3. American Economic Review
  4. May 2005
  5. A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

  • Torben G. Andersen
  • Tim Bollerslev
  • Francis X. Diebold
  • Jin Wu
American Economic Review
vol. 95, no. 2, May 2005
(pp. 398-404)
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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: 10.1257/000282805774669574

JEL Classification

  • G12 Asset Pricing; Trading Volume; Bond Interest Rates