Risk-Return Trade-Off for European Stock Markets
Year of publication: |
2013-07-29
|
---|---|
Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Risk-return trade-off | Dynamic factor model | Markov switching | Macro-?nance predictors | Higher order moments |
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