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A framework for exploring the macroeconomic determinants of systematic risk

Publication ,  Journal Article
Andersen, TG; Bollerslev, T; Diebold, FX; Wu, J; Brandt, M
Published in: American Economic Review
May 1, 2005

Duke Scholars

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Published In

American Economic Review

DOI

ISSN

0002-8282

Publication Date

May 1, 2005

Volume

95

Issue

2

Start / End Page

398 / 404

Related Subject Headings

  • Economics
  • 38 Economics
  • 35 Commerce, management, tourism and services
  • 15 Commerce, Management, Tourism and Services
  • 14 Economics
 

Citation

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Andersen, T. G., Bollerslev, T., Diebold, F. X., Wu, J., & Brandt, M. (2005). A framework for exploring the macroeconomic determinants of systematic risk. American Economic Review, 95(2), 398–404. https://doi.org/10.1257/000282805774669574
Andersen, T. G., T. Bollerslev, F. X. Diebold, J. Wu, and M. Brandt. “A framework for exploring the macroeconomic determinants of systematic risk.” American Economic Review 95, no. 2 (May 1, 2005): 398–404. https://doi.org/10.1257/000282805774669574.
Andersen TG, Bollerslev T, Diebold FX, Wu J, Brandt M. A framework for exploring the macroeconomic determinants of systematic risk. American Economic Review. 2005 May 1;95(2):398–404.
Andersen, T. G., et al. “A framework for exploring the macroeconomic determinants of systematic risk.” American Economic Review, vol. 95, no. 2, May 2005, pp. 398–404. Scopus, doi:10.1257/000282805774669574.
Andersen TG, Bollerslev T, Diebold FX, Wu J, Brandt M. A framework for exploring the macroeconomic determinants of systematic risk. American Economic Review. 2005 May 1;95(2):398–404.

Published In

American Economic Review

DOI

ISSN

0002-8282

Publication Date

May 1, 2005

Volume

95

Issue

2

Start / End Page

398 / 404

Related Subject Headings

  • Economics
  • 38 Economics
  • 35 Commerce, management, tourism and services
  • 15 Commerce, Management, Tourism and Services
  • 14 Economics