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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
Andersen, Torben G, Bollerslev, Tim, Diebold, Francis X, Wu, Jin (Ginger)Volume:
95
Langue:
english
Journal:
American Economic Review
DOI:
10.1257/000282805774669574
Date:
May, 2005
Fichier:
PDF, 358 KB
english, 2005