Macroeconomic determinants of stock market betas
Year of publication: |
2018
|
---|---|
Authors: | González Sánchez, Mariano ; Nave, Juan ; Rubio, Gonzalo |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 26-44
|
Subject: | High-frequency component | Low-frequency component | Macroeconomic indicators | Mixed data sampling (MIDAS) | Stock market betas | Aktienmarkt | Stock market | Betafaktor | Beta risk | Schätzung | Estimation | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling |
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