The Relationship between Risk and Expected Return in Europe

  1. Nave Pineda, Juan M.
  2. Rubio Irigoyen, Gonzalo
  3. León Valle, Angel
Revue:
DFAE-II WP Series

ISSN: 1988-088X

Année de publication: 2005

Número: 8

Type: Working Paper

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D'autres publications dans: DFAE-II WP Series

Résumé

risk-return trade-off, hedging component, MIDAS, conditional variance

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