Market states and the risk-return tradeoff
Year of publication: |
August 2017
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Authors: | Wang, Zijun ; Khan, M. M. Moosa |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 65.2017, p. 314-327
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Subject: | Risk-return tradeoff | Time variation | Market states | Mixed data sampling | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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