Macroeconomics and the value premium
Year of publication: |
2021
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Authors: | Jacobsen, Brian ; Lee, Wai |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 4, p. 241-252
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Subject: | Value premium | Great Moderation | Risk premium | Nonparametric | Panel autoregressive distributed lag | Risikoprämie | Panel | Panel study | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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