The Cross Section of Expected Returns with MIDAS Betas
Year of publication: |
2012
|
---|---|
Authors: | González, Mariano ; Nave, Juan ; Rubio, Gonzalo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 47.2012, 1, p. 115-137
|
Saved in:
Saved in favorites
Similar items by person
-
Macroeconomic determinants of stock market betas
González Sánchez, Mariano, (2018)
-
The Cross Section of Expected Returns with MIDAS Betas
González, Mariano, (2012)
-
The cross section of expected returns with MIDAS betas
González, Mariano, (2012)
- More ...