A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Author: Andersen Torben G.   Bollerslev Tim   Diebold Francis X.   Wu Jin  

Publisher: American Economic Association

ISSN: 0002-8282

Source: The American Economic Review, Vol.95, Iss.2, 2005-05, pp. : 398-404

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Abstract