Regime switches in the risk-return trade-off
Year of publication: |
2013
|
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Authors: | Ghysels, Eric ; Guérin, Pierre ; Marcellino, Massimiliano |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Economic and statistical models | Financial markets |
Series: | Bank of Canada Working Paper ; 2013-51 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2013-51 [DOI] 775228125 [GVK] hdl:10419/95686 [Handle] RePEc:bca:bocawp:13-51 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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