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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Torben Andersen (), Tim Bollerslev (), Francis Diebold () and Jin Wu

American Economic Review, 2005, vol. 95, issue 2, 398-404

Date: 2005
Note: DOI: 10.1257/000282805774669574
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Working Paper: A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005) Downloads
Working Paper: A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005) Downloads
Working Paper: A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005) Downloads
Working Paper: A framework for exploring the macroeconomic determinants of systematic risk (2005) Downloads
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