Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Year of publication: |
2014
|
---|---|
Authors: | Salvador, Enrique ; Floros, Christos ; Aragó Manzana, Vicent |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 60-77
|
Subject: | Non-linear risk-return tradeoff | Pro-cyclical risk aversion | Regime-Switching GARCH | Regime-Switching MIDAS | Risk premium | Risiko | Risk | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Risikoprämie | Schätzung | Estimation | Risikoaversion | Risk aversion | Nichtlineare Regression | Nonlinear regression | EU-Staaten | EU countries | CAPM | Markov-Kette | Markov chain | Konjunktur | Business cycle | Volatilität | Volatility |
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