The non-linear trade-off between return and risk and its determinants
John Cotter and Enrique Salvador
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Cotter, John ; Salvador, Enrique |
| Publisher: |
[Dublin] : Geary Institute, University College Dublin |
| Subject: | time-varying risk-return trade-off | non-linear dependence | cyclical variation | panel regressions | asset pricing | Theorie | Theory | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression |
freely available
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | UCD Geary Institute for Public Policy discussion paper series. - Dublin : [Verlag nicht ermittelbar], ZDB-ID 2807551-1. - Vol. Geary WP2022, 03 (March 22, 2022) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184750