The Relationship between Risk and Expected Return in Europe
- Nave Pineda, Juan M.
- Rubio Irigoyen, Gonzalo
- León Valle, Angel
ISSN: 1988-088X
Année de publication: 2005
Número: 8
Type: Working Paper
D'autres publications dans: DFAE-II WP Series
Résumé
risk-return trade-off, hedging component, MIDAS, conditional variance