Business cycle variation in the risk-return trade-off
Year of publication: |
2012
|
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Authors: | Lustig, Hanno ; Verdelhan, Adrien |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 59.2012 (15.12.), Suppl., p. 35-49
|
Subject: | Konjunktur | Business cycle | Risiko | Risk | Schätzung | Estimation | Kapitaleinkommen | Capital income | CAPM |
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