A framework for exploring the macroeconomic determinants of systematic risk

Journal Article (Journal Article)

Full Text

Duke Authors

Cited Authors

  • Andersen, TG; Bollerslev, T; Diebold, FX; Wu, J; Brandt, M

Published Date

  • May 1, 2005

Published In

Volume / Issue

  • 95 / 2

Start / End Page

  • 398 - 404

International Standard Serial Number (ISSN)

  • 0002-8282

Digital Object Identifier (DOI)

  • 10.1257/000282805774669574

Citation Source

  • Scopus