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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (89)

Downloads: (external link)
http://www.aeaweb.org/articles.php?doi=10.1257/000282805774669574 (application/pdf)
Access to full text is restricted to AEA members and institutional subscribers.

Related works:
Working Paper: A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005)
Working Paper: A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005)
Working Paper: A framework for exploring the macroeconomic determinants of systematic risk (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aea:aecrev:v:95:y:2005:i:2:p:398-404

Ordering information: This journal article can be ordered from
https://www.aeaweb.org/journals/subscriptions

Access Statistics for this article

American Economic Review is currently edited by Esther Duflo

More articles in American Economic Review from American Economic Association Contact information at EDIRC.
Bibliographic data for series maintained by Michael P. Albert ().