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
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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