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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Publication ,  Scholarly Edition
Andersen, TG; Bollerslev, T; Diebold, FX; Wu, JG
February 2005

Duke Scholars

Publication Date

February 2005
 

Citation

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Andersen, T. G., Bollerslev, T., Diebold, F. X., & Wu, J. G. (2005). A Framework for Exploring the Macroeconomic Determinants of Systematic Risk.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, and Jin Ginger Wu. “A Framework for Exploring the Macroeconomic Determinants of Systematic Risk,” February 2005.
Andersen TG, Bollerslev T, Diebold FX, Wu JG. A Framework for Exploring the Macroeconomic Determinants of Systematic Risk. 2005.
Andersen TG, Bollerslev T, Diebold FX, Wu JG. A Framework for Exploring the Macroeconomic Determinants of Systematic Risk. 2005.

Publication Date

February 2005