Is economic uncertainty a valid intertemporal capm state variable?
Qi Lin
Year of publication: |
2022
|
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Authors: | Lin, Qi |
Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 12.2022, 4, p. 999-1040
|
Subject: | Konjunktur | Business cycle | Risiko | Risk | Index | Index number | Prognoseverfahren | Forecasting model | CAPM | Korrelation | Correlation | S&P 500 | USA | United States |
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