Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Xiaochun Liu
| Year of publication: |
September 2017
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|---|---|
| Authors: | Liu, Xiaochun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 82.2017, p. 1-19
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| Subject: | Return decomposition | Stochastic dominance test | Time-varying skewness and kurtosis | Predictive panel regressions | Cyclical variations | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Panel | Panel study | Stochastischer Prozess | Stochastic process | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816457